+36.1%
JCI vs CTAS
-1.7%
+37.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +3.8% | -1.8% | +5.6% | +3.8% |
| 30D | -5.7% | -0.2% | -5.5% | -5.6% |
| 3M | -1.4% | +11.7% | -13.1% | -2.2% |
| 6M | +4.1% | +0.7% | +3.4% | +5.7% |
| YTD | +21.7% | +7.4% | +14.3% | +22.5% |
| 1Y | +36.1% | -2.1% | +38.2% | +40.2% |
| All | +36.1% | -1.7% | +37.9% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling