+590.9%
JPM vs CTAS
+687.6%
-96.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | -0.1% |
| 7D | -0.7% | +0.5% | -1.2% | -1.0% |
| 30D | -2.5% | -0.7% | -1.7% | -2.1% |
| 3M | +14.1% | +11.1% | +3.1% | +6.8% |
| 6M | +25.1% | +2.1% | +23.0% | +22.1% |
| YTD | +12.1% | +8.0% | +4.2% | +5.9% |
| 1Y | +18.8% | -0.5% | +19.3% | +17.1% |
| 3Y | +163.4% | +66.2% | +97.2% | +86.6% |
| 5Y | +156.5% | +109.2% | +47.4% | +54.6% |
| All | +590.9% | +687.6% | -96.7% | +104.5% |
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