+116.0%
CTAS vs JD
-63.0%
+179.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.4% |
| 7D | +2.0% | -4.1% | +6.1% | +2.3% |
| 30D | +8.7% | +4.6% | +4.1% | +8.3% |
| 3M | +13.3% | -4.7% | +18.0% | +13.6% |
| 6M | +39.4% | -17.4% | +56.7% | +41.0% |
| YTD | +21.5% | +0.7% | +20.8% | +21.1% |
| 1Y | +21.9% | -5.9% | +27.8% | +22.0% |
| 3Y | +73.6% | +18.9% | +54.8% | +67.6% |
| All | +116.0% | -63.0% | +179.1% | +124.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling