+66.0%
JHX vs CMS
-2.7%
+68.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.3% |
| 7D | -0.2% | +1.7% | -1.9% | -0.8% |
| 30D | +13.1% | +6.2% | +6.9% | +11.2% |
| 3M | -10.0% | +0.6% | -10.6% | -10.4% |
| 6M | +38.9% | -1.8% | +40.7% | +39.5% |
| YTD | +34.0% | +3.8% | +30.1% | +32.0% |
| 1Y | +66.0% | -1.8% | +67.7% | +71.2% |
| All | +66.0% | -2.7% | +68.7% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling