+116.3%
JHX vs CVE
+164.8%
-48.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.3% | -2.3% |
| 7D | +4.5% | +0.2% | +4.3% | +4.4% |
| 30D | -1.2% | +17.5% | -18.7% | -4.7% |
| 3M | +32.8% | +16.2% | +16.6% | +27.6% |
| 6M | +41.2% | +47.8% | -6.6% | +27.0% |
| YTD | +43.9% | +98.5% | -54.6% | +20.5% |
| 1Y | +48.0% | +109.8% | -61.7% | +21.9% |
| 3Y | +1.2% | +75.5% | -74.3% | -15.0% |
| 5Y | -22.6% | +341.6% | -364.2% | -49.3% |
| All | +116.3% | +164.8% | -48.5% | +18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling