+110.3%
JCI vs CTAS
+110.0%
+0.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +4.1% | +1.0% | +3.1% | +3.6% |
| 30D | -3.8% | -1.1% | -2.8% | -3.4% |
| 3M | -1.6% | +11.5% | -13.1% | -8.1% |
| 6M | +9.5% | +0.2% | +9.4% | +8.4% |
| YTD | +21.7% | +7.2% | +14.6% | +15.5% |
| 1Y | +37.1% | 0.0% | +37.2% | +35.3% |
| 3Y | +165.2% | +65.9% | +99.3% | +81.5% |
| 5Y | +110.3% | +109.6% | +0.7% | +17.9% |
| All | +110.3% | +110.0% | +0.2% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling