-24.4%
JHX vs CMS
+23.1%
-47.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.8% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | -5.0% | -1.3% | -3.7% | -4.5% |
| 3M | +24.5% | -5.4% | +29.8% | +27.1% |
| 6M | +34.9% | -10.3% | +45.2% | +40.7% |
| YTD | +39.3% | -0.2% | +39.6% | +38.7% |
| 1Y | +48.6% | -0.9% | +49.4% | +48.1% |
| 3Y | -2.0% | +34.0% | -36.0% | -15.3% |
| 5Y | -24.4% | +23.6% | -47.9% | -35.3% |
| All | -24.4% | +23.1% | -47.5% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling