+297.8%
JCI vs CTAS
+824.3%
-526.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -5.9% | +0.7% | -6.6% | -6.3% |
| 30D | -10.4% | +11.3% | -21.7% | -15.6% |
| 3M | -6.1% | +11.4% | -17.5% | -11.8% |
| 6M | +1.7% | +35.6% | -33.9% | -15.2% |
| YTD | +18.9% | +20.7% | -1.8% | +5.2% |
| 1Y | +16.1% | +22.8% | -6.7% | +1.7% |
| 3Y | +187.8% | +73.4% | +114.4% | +103.8% |
| 5Y | +103.2% | +117.6% | -14.4% | +25.6% |
| All | +297.8% | +824.3% | -526.6% | +21.4% |
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