+35.7%
CTSH vs JBHT
+176.2%
-140.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.2% | +4.2% | -8.4% | -5.7% |
| 30D | +3.9% | -0.4% | +4.3% | +3.9% |
| 3M | +10.2% | -17.3% | +27.5% | +17.4% |
| 6M | +35.3% | -3.5% | +38.8% | +34.7% |
| YTD | -21.8% | +18.0% | -39.8% | -28.9% |
| 1Y | -12.1% | +35.5% | -47.7% | -24.5% |
| 3Y | +2.0% | +34.8% | -32.7% | -15.8% |
| 5Y | -15.3% | +19.7% | -35.0% | -28.3% |
| All | +35.7% | +176.2% | -140.5% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 10y: compounded portfolio wealth divided by compounded JBHT 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…
10y analysis · Full analysis span regression · 6 months rolling