+31.8%
JHX vs CRBG
+117.3%
-85.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.4% |
| 7D | -6.3% | +0.6% | -6.9% | -6.5% |
| 30D | -7.7% | +2.6% | -10.4% | -8.8% |
| 3M | +19.2% | +24.0% | -4.8% | +8.9% |
| 6M | +38.3% | +50.5% | -12.2% | +16.7% |
| YTD | +37.2% | +17.1% | +20.1% | +27.0% |
| 1Y | +42.3% | +5.9% | +36.4% | +36.7% |
| 3Y | -4.4% | +122.7% | -127.1% | -31.6% |
| All | +31.8% | +117.3% | -85.5% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 10y: compounded portfolio wealth divided by compounded CRBG 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…
10y analysis · Full analysis span regression · 6 months rolling