-4.8%
CTSH vs JAAA
+29.3%
-34.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.8% |
| 7D | -2.7% | +0.2% | -2.9% | -3.1% |
| 30D | +12.4% | +0.5% | +11.8% | +10.9% |
| 3M | +17.4% | +1.3% | +16.1% | +13.8% |
| 6M | -3.1% | +2.7% | -5.7% | -9.0% |
| YTD | -23.6% | +3.2% | -26.7% | -29.1% |
| 1Y | -10.8% | +4.9% | -15.8% | -20.5% |
| 3Y | -8.3% | +19.0% | -27.3% | -34.5% |
| 5Y | -11.3% | +26.8% | -38.1% | -43.7% |
| All | -4.8% | +29.3% | -34.1% | -43.5% |
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