+0.3%
JHX vs CMS
+35.8%
-35.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +4.5% | +1.2% | +3.3% | +4.1% |
| 30D | -1.2% | -3.2% | +1.9% | -0.1% |
| 3M | +32.8% | -2.2% | +35.0% | +33.7% |
| 6M | +41.2% | -9.4% | +50.6% | +46.3% |
| YTD | +43.9% | +0.7% | +43.2% | +42.7% |
| 1Y | +48.0% | +0.4% | +47.7% | +46.9% |
| All | +0.3% | +35.8% | -35.5% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling