+190.4%
JCI vs CTAS
+73.6%
+116.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -5.9% | +0.7% | -6.6% | -6.1% |
| 30D | -10.4% | +11.3% | -21.7% | -13.4% |
| 3M | -6.1% | +11.4% | -17.5% | -9.4% |
| 6M | +1.7% | +35.6% | -33.9% | -9.8% |
| YTD | +18.9% | +20.7% | -1.8% | +10.7% |
| 1Y | +16.1% | +22.8% | -6.7% | +7.1% |
| All | +190.4% | +73.6% | +116.8% | +137.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling