Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • JHX vs CMS✓SelectedUSD · CMSJHX vs CMS performance historyLatest closeAs of-3.18%09/09
Stock and ETF performance explorer

JHX vs CMS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-24.4%
CMS return
+23.1%
Excess return
-47.5%
Maximum drawdown
-60.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCMSExcessAlpha
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