+2,357.9%
JHX vs CRL
+740.6%
+1,617.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +0.9% | -0.9% |
| 7D | +4.5% | -0.6% | +5.1% | +4.7% |
| 30D | -1.2% | +5.0% | -6.2% | -2.9% |
| 3M | +32.8% | +50.6% | -17.8% | +15.3% |
| 6M | +41.2% | +60.9% | -19.7% | +19.1% |
| YTD | +43.9% | +40.7% | +3.2% | +26.0% |
| 1Y | +48.0% | +73.3% | -25.3% | +20.2% |
| 3Y | +1.2% | +40.6% | -39.4% | -16.3% |
| 5Y | -22.6% | -37.0% | +14.4% | -19.2% |
| 10Y | +111.5% | +244.3% | -132.8% | +25.8% |
| All | +2,357.9% | +740.6% | +1,617.3% | +989.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling