-27.2%
JHX vs CLX
-38.5%
+11.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | -6.3% | -5.7% | -0.6% | -4.8% |
| 30D | -7.7% | -17.0% | +9.3% | -3.1% |
| 3M | +19.2% | -9.7% | +28.9% | +22.3% |
| 6M | +38.3% | -19.8% | +58.1% | +45.4% |
| YTD | +37.2% | -9.8% | +47.1% | +41.1% |
| 1Y | +42.3% | -26.2% | +68.5% | +51.7% |
| 3Y | -4.4% | -36.2% | +31.8% | +3.7% |
| All | -27.2% | -38.5% | +11.4% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling