+109.4%
JHX vs CVE
+167.0%
-57.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.4% |
| 7D | +1.6% | +2.0% | -0.4% | +1.1% |
| 30D | -5.0% | +13.2% | -18.2% | -7.6% |
| 3M | +24.5% | +21.7% | +2.8% | +18.4% |
| 6M | +34.9% | +48.4% | -13.5% | +21.2% |
| YTD | +39.3% | +100.1% | -60.8% | +16.5% |
| 1Y | +48.6% | +107.8% | -59.3% | +22.7% |
| 3Y | -2.0% | +76.9% | -78.9% | -17.9% |
| 5Y | -24.4% | +346.2% | -370.6% | -50.6% |
| 10Y | +109.4% | +173.5% | -64.1% | +14.4% |
| All | +109.4% | +167.0% | -57.5% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CVE 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling