-2.1%
CTAS vs JBL
+52.3%
-54.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.1% |
| 7D | -1.8% | +3.0% | -4.8% | -1.5% |
| 30D | -0.2% | -8.3% | +8.1% | -0.9% |
| 3M | +11.7% | -16.9% | +28.6% | +11.1% |
| 6M | +0.7% | +21.8% | -21.1% | -0.5% |
| YTD | +7.4% | +36.3% | -28.9% | +6.4% |
| 1Y | -2.1% | +49.5% | -51.6% | -3.0% |
| All | -2.1% | +52.3% | -54.4% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling