+12,500.6%
CTAS vs JBL
+42,637.0%
-30,136.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | -1.8% | +3.0% | -4.8% | -2.3% |
| 30D | -0.2% | -8.3% | +8.1% | +1.0% |
| 3M | +11.7% | -16.9% | +28.6% | +14.0% |
| 6M | +0.7% | +21.8% | -21.1% | -4.0% |
| YTD | +7.4% | +36.3% | -28.9% | +0.1% |
| 1Y | -2.1% | +49.5% | -51.6% | -10.6% |
| 3Y | +62.9% | +170.6% | -107.7% | +31.5% |
| 5Y | +111.9% | +408.4% | -296.5% | +52.9% |
| 10Y | +652.2% | +1,450.4% | -798.2% | +351.8% |
| All | +12,500.6% | +42,637.0% | -30,136.4% | +6,379.4% |
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