-10.8%
CTSH vs JAAA
+4.9%
-15.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.9% |
| 7D | -2.7% | +0.2% | -2.9% | -3.4% |
| 30D | +12.4% | +0.5% | +11.8% | +10.1% |
| 3M | +17.4% | +1.3% | +16.1% | +12.5% |
| 6M | -3.1% | +2.7% | -5.7% | -9.8% |
| YTD | -23.6% | +3.2% | -26.7% | -28.8% |
| 1Y | -10.8% | +4.9% | -15.8% | -18.7% |
| All | -10.8% | +4.9% | -15.7% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 1y: compounded portfolio wealth divided by compounded JAAA 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…
1y analysis · Full analysis span regression · 6 months rolling