+10,742.2%
JPM vs CTAS
+26,263.6%
-15,521.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | +3.4% | +10.2% | -6.8% | -1.2% |
| 3M | -5.7% | +12.1% | -17.7% | -10.8% |
| 6M | +13.5% | +38.3% | -24.8% | -3.5% |
| YTD | +8.4% | +21.9% | -13.5% | -2.5% |
| 1Y | +9.1% | +24.0% | -15.0% | -2.8% |
| 3Y | +149.5% | +75.1% | +74.4% | +85.6% |
| 5Y | +132.6% | +116.9% | +15.7% | +54.6% |
| 10Y | +480.0% | +821.3% | -341.2% | +95.3% |
| All | +10,742.2% | +26,263.6% | -15,521.4% | +1,188.1% |
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