+340.5%
JCI vs CTAS
+687.6%
-347.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.4% |
| 7D | +0.7% | +0.5% | +0.2% | +0.5% |
| 30D | -4.4% | -0.7% | -3.7% | -4.1% |
| 3M | +1.7% | +11.1% | -9.4% | -4.8% |
| 6M | +8.8% | +2.1% | +6.7% | +6.1% |
| YTD | +22.6% | +8.0% | +14.7% | +15.7% |
| 1Y | +36.2% | -0.5% | +36.7% | +34.1% |
| 3Y | +168.0% | +66.2% | +101.8% | +94.4% |
| 5Y | +113.5% | +109.2% | +4.3% | +35.5% |
| All | +340.5% | +687.6% | -347.1% | +46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling