+457.1%
JHX vs CVE
+61.8%
+395.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | +2.2% | -16.1% | +18.4% | +6.6% |
| 30D | +13.2% | -10.4% | +23.5% | +15.7% |
| 3M | -0.5% | -2.4% | +1.8% | -0.9% |
| 6M | +30.0% | -4.4% | +34.4% | +28.7% |
| YTD | +34.2% | +64.9% | -30.7% | +12.9% |
| 1Y | +60.6% | +66.0% | -5.4% | +34.7% |
| 3Y | +3.6% | +57.7% | -54.0% | -14.1% |
| 5Y | -30.5% | +144.7% | -175.2% | -51.5% |
| 10Y | +120.5% | +139.2% | -18.8% | +23.8% |
| All | +457.1% | +61.8% | +395.2% | +231.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling