+55.5%
JHX vs CPB
-32.6%
+88.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +3.0% |
| 7D | +1.5% | -8.6% | +10.1% | +2.6% |
| 30D | +7.2% | -7.2% | +14.4% | +8.0% |
| 3M | +29.9% | +0.9% | +29.0% | +29.0% |
| 6M | +35.4% | -11.8% | +47.2% | +37.4% |
| YTD | +46.5% | -19.4% | +65.9% | +50.8% |
| 1Y | +55.5% | -30.4% | +85.9% | +63.6% |
| All | +55.5% | -32.6% | +88.1% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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