+1,569.4%
CTAS vs JD
+52.8%
+1,516.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.0% |
| 7D | +1.2% | +13.4% | -12.2% | -0.4% |
| 30D | +12.8% | +7.7% | +5.1% | +11.7% |
| 3M | +10.3% | -11.3% | +21.6% | +11.8% |
| 6M | +32.0% | -5.1% | +37.1% | +32.4% |
| YTD | +19.1% | +5.0% | +14.1% | +17.8% |
| 1Y | +21.5% | -5.6% | +27.1% | +21.7% |
| 3Y | +76.0% | +17.8% | +58.3% | +65.6% |
| 5Y | +110.9% | -57.2% | +168.0% | +118.6% |
| 10Y | +849.8% | +34.8% | +815.0% | +669.2% |
| All | +1,569.4% | +52.8% | +1,516.7% | +1,234.0% |
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