+42.3%
JHX vs COPX
+73.7%
-31.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -6.3% | -2.3% | -4.0% | -5.6% |
| 30D | -7.7% | +0.3% | -8.0% | -8.1% |
| 3M | +19.2% | +6.8% | +12.4% | +15.4% |
| 6M | +38.3% | +7.9% | +30.3% | +30.5% |
| YTD | +37.2% | +23.7% | +13.5% | +28.4% |
| 1Y | +42.3% | +71.5% | -29.3% | +33.5% |
| All | +42.3% | +73.7% | -31.5% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling