-31.4%
JHX vs CMS
+36.3%
-67.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.2% |
| 7D | -0.2% | +1.7% | -1.9% | -0.9% |
| 30D | +13.1% | +6.2% | +6.9% | +10.4% |
| 3M | -10.0% | +0.6% | -10.6% | -10.2% |
| 6M | +38.9% | -1.8% | +40.7% | +39.6% |
| YTD | +34.0% | +3.8% | +30.1% | +31.2% |
| 1Y | +66.0% | -1.8% | +67.7% | +66.5% |
| 3Y | -6.2% | +39.8% | -46.1% | -20.8% |
| All | -31.4% | +36.3% | -67.7% | -41.9% |
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 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