+481.0%
JPM vs CTAS
+832.5%
-351.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | -2.5% | -0.8% | -1.7% | -2.1% |
| 30D | +2.7% | +10.7% | -8.0% | -2.9% |
| 3M | -4.7% | +11.0% | -15.7% | -10.2% |
| 6M | +15.6% | +38.7% | -23.2% | -4.7% |
| YTD | +8.6% | +21.8% | -13.1% | -4.1% |
| 1Y | +10.9% | +23.6% | -12.7% | -3.0% |
| 3Y | +149.9% | +74.9% | +75.0% | +72.9% |
| 5Y | +131.9% | +119.5% | +12.5% | +36.9% |
| 10Y | +481.0% | +820.2% | -339.2% | +66.9% |
| All | +481.0% | +832.5% | -351.5% | +66.9% |
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 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