+655.6%
CTAS vs JD
+21.4%
+634.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | -1.8% | -1.7% | -0.1% | -1.6% |
| 30D | -0.2% | -13.2% | +12.9% | +1.5% |
| 3M | +11.7% | -3.2% | +14.9% | +12.0% |
| 6M | +0.7% | +15.2% | -14.5% | -1.5% |
| YTD | +7.4% | +2.0% | +5.4% | +6.6% |
| 1Y | -2.1% | -5.4% | +3.3% | -2.1% |
| 3Y | +62.9% | -9.1% | +72.0% | +58.6% |
| 5Y | +111.9% | -59.6% | +171.5% | +122.7% |
| All | +655.6% | +21.4% | +634.2% | +504.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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