+815.5%
CTAS vs JBL
+1,148.2%
-332.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.3% |
| 7D | +2.0% | +6.3% | -4.4% | +0.1% |
| 30D | +8.7% | -13.5% | +22.2% | +12.7% |
| 3M | +13.3% | -31.3% | +44.6% | +24.7% |
| 6M | +39.4% | -28.4% | +67.8% | +48.9% |
| YTD | +21.5% | +11.6% | +9.9% | +9.5% |
| 1Y | +21.9% | +26.1% | -4.2% | +4.9% |
| 3Y | +73.6% | +97.4% | -23.7% | +17.2% |
| 5Y | +116.2% | +301.0% | -184.8% | +1.3% |
| All | +815.5% | +1,148.2% | -332.7% | +159.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling