+2,309.0%
JCI vs CTAS
+26,233.5%
-23,924.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.2% |
| 7D | +2.9% | -0.8% | +3.7% | +3.2% |
| 30D | -6.9% | +10.7% | -17.7% | -10.7% |
| 3M | -6.3% | +11.0% | -17.3% | -10.3% |
| 6M | +2.6% | +38.7% | -36.2% | -10.4% |
| YTD | +21.8% | +21.8% | 0.0% | +11.5% |
| 1Y | +19.6% | +23.6% | -4.0% | +8.8% |
| 3Y | +194.9% | +74.9% | +120.0% | +134.1% |
| 5Y | +108.1% | +119.5% | -11.3% | +51.9% |
| 10Y | +307.6% | +820.2% | -512.6% | +78.3% |
| All | +2,309.0% | +26,233.5% | -23,924.5% | +307.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling