+2,243.5%
JHX vs CNI
+2,941.6%
-698.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.5% |
| 7D | -6.3% | -0.4% | -5.9% | -6.1% |
| 30D | -7.7% | -2.7% | -5.0% | -6.2% |
| 3M | +19.2% | +3.9% | +15.2% | +16.4% |
| 6M | +38.3% | +16.4% | +21.9% | +26.8% |
| YTD | +37.2% | +25.8% | +11.4% | +20.2% |
| 1Y | +42.3% | +32.4% | +9.9% | +20.8% |
| 3Y | -4.4% | +19.1% | -23.5% | -13.6% |
| 5Y | -26.4% | +13.6% | -39.9% | -32.2% |
| 10Y | +106.3% | +136.8% | -30.5% | +27.1% |
| All | +2,243.5% | +2,941.6% | -698.1% | +721.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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