-0.7%
CTSH vs JAAA
+30.2%
-30.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.1% |
| 7D | +1.8% | +0.1% | +1.8% | +1.6% |
| 30D | +9.8% | +0.4% | +9.4% | +8.7% |
| 3M | +12.1% | +1.2% | +11.0% | +9.0% |
| 6M | +27.4% | +2.3% | +25.1% | +20.6% |
| YTD | -20.3% | +3.9% | -24.2% | -27.3% |
| 1Y | -8.8% | +4.8% | -13.6% | -18.5% |
| 3Y | +4.0% | +18.5% | -14.4% | -25.5% |
| 5Y | -12.2% | +27.5% | -39.7% | -45.0% |
| All | -0.7% | +30.2% | -30.9% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling