-27.1%
JHX vs CPB
-40.6%
+13.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -1.9% |
| 7D | -4.9% | -5.4% | +0.5% | -4.2% |
| 30D | -9.3% | -7.8% | -1.5% | -8.5% |
| 3M | +28.1% | -6.9% | +35.0% | +28.9% |
| 6M | +35.2% | -12.2% | +47.4% | +37.1% |
| YTD | +35.9% | -21.1% | +56.9% | +39.6% |
| 1Y | +42.5% | -33.5% | +76.0% | +49.7% |
| 3Y | -4.5% | -43.2% | +38.7% | +1.3% |
| 5Y | -27.1% | -40.9% | +13.8% | -24.9% |
| All | -27.1% | -40.6% | +13.5% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling