+1,575.4%
CTAS vs JD
+48.9%
+1,526.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.7% |
| 7D | -0.7% | +7.9% | -8.6% | -1.7% |
| 30D | +10.3% | +4.8% | +5.5% | +9.6% |
| 3M | +10.2% | -13.9% | +24.1% | +12.1% |
| 6M | +34.4% | -5.8% | +40.2% | +34.9% |
| YTD | +19.6% | +2.4% | +17.2% | +18.6% |
| 1Y | +21.8% | -7.5% | +29.3% | +22.3% |
| 3Y | +74.1% | +20.9% | +53.2% | +63.2% |
| 5Y | +114.0% | -58.0% | +172.1% | +122.4% |
| 10Y | +813.9% | +28.9% | +785.0% | +644.1% |
| All | +1,575.4% | +48.9% | +1,526.5% | +1,242.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling