+2,243.5%
JHX vs CMS
+550.9%
+1,692.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -6.3% | -1.9% | -4.4% | -5.7% |
| 30D | -7.7% | -4.1% | -3.6% | -6.5% |
| 3M | +19.2% | -7.1% | +26.3% | +21.9% |
| 6M | +38.3% | -10.1% | +48.3% | +42.6% |
| YTD | +37.2% | -1.7% | +38.9% | +37.5% |
| 1Y | +42.3% | -3.4% | +45.7% | +43.3% |
| 3Y | -4.4% | +31.6% | -35.9% | -13.1% |
| 5Y | -26.4% | +23.3% | -49.7% | -32.1% |
| 10Y | +106.3% | +118.9% | -12.7% | +61.9% |
| All | +2,243.5% | +550.9% | +1,692.6% | +1,216.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling