+42.3%
JHX vs CPB
-33.6%
+75.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -6.3% | -1.8% | -4.5% | -6.1% |
| 30D | -7.7% | -7.1% | -0.7% | -7.2% |
| 3M | +19.2% | -6.0% | +25.2% | +19.3% |
| 6M | +38.3% | -5.3% | +43.5% | +38.9% |
| YTD | +37.2% | -20.8% | +58.0% | +40.7% |
| 1Y | +42.3% | -33.8% | +76.1% | +47.0% |
| All | +42.3% | -33.6% | +75.9% | +47.0% |
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