-4.4%
JHX vs CRS
+612.2%
-616.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | -6.3% | -6.8% | +0.4% | -4.4% |
| 30D | -7.7% | -16.1% | +8.4% | -3.1% |
| 3M | +19.2% | -21.2% | +40.3% | +26.8% |
| 6M | +38.3% | +8.7% | +29.6% | +34.5% |
| YTD | +37.2% | +41.0% | -3.8% | +25.0% |
| 1Y | +42.3% | +82.7% | -40.4% | +19.9% |
| 3Y | -4.4% | +604.8% | -609.2% | -47.1% |
| All | -4.4% | +612.2% | -616.6% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling