+671.2%
CTAS vs JBL
+1,478.7%
-807.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | 0.0% |
| 7D | -1.3% | -1.0% | -0.3% | -1.0% |
| 30D | -3.1% | -15.1% | +12.0% | +1.4% |
| 3M | +10.3% | -14.0% | +24.3% | +13.4% |
| 6M | +1.6% | +20.6% | -19.0% | -8.1% |
| YTD | +6.3% | +32.9% | -26.6% | -7.9% |
| 1Y | -0.5% | +40.5% | -41.0% | -16.5% |
| 3Y | +64.6% | +183.7% | -119.2% | -2.6% |
| 5Y | +106.0% | +388.3% | -282.3% | -8.2% |
| All | +671.2% | +1,478.7% | -807.4% | +105.2% |
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