+107.7%
CTAS vs JBL
+404.5%
-296.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +1.0% | +4.0% | -3.0% | +0.4% |
| 30D | -1.1% | -7.5% | +6.4% | -0.1% |
| 3M | +11.5% | -14.1% | +25.6% | +13.3% |
| 6M | +0.2% | +25.9% | -25.7% | -6.5% |
| YTD | +7.2% | +36.7% | -29.5% | -2.2% |
| 1Y | 0.0% | +49.0% | -49.0% | -11.2% |
| 3Y | +65.9% | +191.8% | -125.9% | +16.4% |
| All | +107.7% | +404.5% | -296.8% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling