+507.9%
JHX vs CVE
+89.9%
+417.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.9% |
| 7D | +1.5% | +2.5% | -1.0% | +0.8% |
| 30D | +7.2% | +16.7% | -9.6% | +2.7% |
| 3M | +29.9% | +9.3% | +20.7% | +25.7% |
| 6M | +35.4% | +43.6% | -8.2% | +20.0% |
| YTD | +46.5% | +93.6% | -47.1% | +19.2% |
| 1Y | +55.5% | +98.8% | -43.2% | +25.0% |
| 3Y | -0.4% | +73.6% | -74.0% | -18.9% |
| 5Y | -23.3% | +312.5% | -335.8% | -53.6% |
| 10Y | +111.1% | +161.0% | -49.9% | +17.6% |
| All | +507.9% | +89.9% | +417.9% | +249.6% |
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