+2,220.4%
JHX vs CRS
+5,976.1%
-3,755.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.8% |
| 7D | -4.9% | -4.1% | -0.7% | -3.7% |
| 30D | -9.3% | -16.6% | +7.3% | -4.5% |
| 3M | +28.1% | -14.3% | +42.3% | +33.3% |
| 6M | +35.2% | +11.6% | +23.6% | +30.5% |
| YTD | +35.9% | +42.6% | -6.7% | +21.6% |
| 1Y | +42.5% | +81.8% | -39.3% | +17.4% |
| 3Y | -4.5% | +632.1% | -636.5% | -49.6% |
| 5Y | -27.1% | +1,401.6% | -1,428.7% | -70.2% |
| 10Y | +104.2% | +1,379.0% | -1,274.8% | -26.6% |
| All | +2,220.4% | +5,976.1% | -3,755.7% | +560.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling