+101.6%
JHX vs CRL
+256.1%
-154.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.2% |
| 7D | -6.3% | -3.5% | -2.8% | -5.0% |
| 30D | -7.7% | -2.1% | -5.6% | -7.0% |
| 3M | +19.2% | +48.0% | -28.8% | +1.7% |
| 6M | +38.3% | +64.7% | -26.5% | +12.2% |
| YTD | +37.2% | +39.5% | -2.3% | +17.7% |
| 1Y | +42.3% | +74.2% | -31.9% | +11.0% |
| 3Y | -4.4% | +39.4% | -43.8% | -23.6% |
| 5Y | -26.4% | -36.9% | +10.5% | -19.4% |
| All | +101.6% | +256.1% | -154.4% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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