+14,153.0%
CTAS vs JBL
+34,886.9%
-20,734.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | +2.0% | +6.3% | -4.4% | +0.9% |
| 30D | +8.7% | -13.5% | +22.2% | +10.9% |
| 3M | +13.3% | -31.3% | +44.6% | +19.5% |
| 6M | +39.4% | -28.4% | +67.8% | +44.7% |
| YTD | +21.5% | +11.6% | +9.9% | +16.3% |
| 1Y | +21.9% | +26.1% | -4.2% | +14.2% |
| 3Y | +73.6% | +97.4% | -23.7% | +47.3% |
| 5Y | +116.2% | +301.0% | -184.8% | +61.4% |
| 10Y | +818.2% | +1,151.1% | -332.9% | +467.8% |
| All | +14,153.0% | +34,886.9% | -20,734.0% | +7,426.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling