+815.5%
CTAS vs JD
+31.5%
+784.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.5% |
| 7D | +2.0% | -4.1% | +6.1% | +2.5% |
| 30D | +8.7% | +4.6% | +4.1% | +8.0% |
| 3M | +13.3% | -4.7% | +18.0% | +13.9% |
| 6M | +39.4% | -17.4% | +56.7% | +42.3% |
| YTD | +21.5% | +0.7% | +20.8% | +20.7% |
| 1Y | +21.9% | -5.9% | +27.8% | +22.1% |
| 3Y | +73.6% | +18.9% | +54.8% | +62.5% |
| 5Y | +116.2% | -62.9% | +179.1% | +132.0% |
| All | +815.5% | +31.5% | +784.0% | +646.3% |
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