-8.9%
CTSH vs JBHT
+29.0%
-37.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.7% | +1.8% |
| 7D | +6.4% | -1.4% | +7.8% | +6.7% |
| 30D | +16.3% | -3.1% | +19.4% | +16.9% |
| 3M | +20.0% | -19.5% | +39.5% | +24.0% |
| 6M | +29.9% | -9.6% | +39.5% | +30.0% |
| YTD | -18.4% | +13.3% | -31.7% | -25.3% |
| 1Y | -8.9% | +29.7% | -38.5% | -23.0% |
| All | -8.9% | +29.0% | -37.8% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling