+11,186.3%
JPM vs CTAS
+23,129.2%
-11,943.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.8% |
| 7D | +0.3% | -1.8% | +2.1% | +1.1% |
| 30D | -0.2% | -0.2% | 0.0% | -0.1% |
| 3M | +15.9% | +11.7% | +4.2% | +9.2% |
| 6M | +20.9% | +0.7% | +20.2% | +19.2% |
| YTD | +12.9% | +7.4% | +5.5% | +7.8% |
| 1Y | +20.3% | -2.1% | +22.4% | +19.7% |
| 3Y | +160.9% | +62.9% | +98.0% | +100.8% |
| 5Y | +154.8% | +111.9% | +43.0% | +71.3% |
| 10Y | +591.1% | +652.2% | -61.1% | +155.7% |
| All | +11,186.3% | +23,129.2% | -11,943.0% | +1,325.1% |
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