-23.2%
JHX vs CVE
+317.2%
-340.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.8% |
| 7D | +1.5% | +2.5% | -1.0% | +1.1% |
| 30D | +7.2% | +16.7% | -9.6% | +4.2% |
| 3M | +29.9% | +9.3% | +20.7% | +27.4% |
| 6M | +35.4% | +43.6% | -8.2% | +23.4% |
| YTD | +46.5% | +93.6% | -47.1% | +23.9% |
| 1Y | +55.5% | +98.8% | -43.2% | +30.2% |
| 3Y | -0.4% | +73.6% | -74.0% | -17.1% |
| All | -23.2% | +317.2% | -340.5% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling