+2,494.7%
CTAS vs JHX
+2,279.7%
+214.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.4% |
| 7D | +1.0% | +1.6% | -0.6% | +0.6% |
| 30D | -1.1% | -5.0% | +3.9% | -0.1% |
| 3M | +11.5% | +24.5% | -12.9% | +6.0% |
| 6M | +0.2% | +34.9% | -34.7% | -7.1% |
| YTD | +7.2% | +39.3% | -32.1% | -1.6% |
| 1Y | 0.0% | +48.6% | -48.6% | -9.9% |
| 3Y | +65.9% | -2.0% | +67.9% | +54.1% |
| 5Y | +109.6% | -24.4% | +134.0% | +101.8% |
| 10Y | +683.8% | +109.4% | +574.3% | +486.5% |
| All | +2,494.7% | +2,279.7% | +214.9% | +1,345.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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