-13.4%
CTSH vs JBHT
+22.9%
-36.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -2.1% | +0.5% | -2.5% | -2.2% |
| 30D | +8.0% | -0.1% | +8.0% | +7.9% |
| 3M | +10.6% | -14.0% | +24.6% | +14.9% |
| 6M | +32.5% | -5.1% | +37.6% | +32.7% |
| YTD | -21.0% | +18.0% | -39.0% | -26.8% |
| 1Y | -9.9% | +36.5% | -46.4% | -20.5% |
| 3Y | +3.1% | +34.8% | -31.6% | -11.7% |
| 5Y | -13.4% | +21.4% | -34.8% | -26.0% |
| All | -13.4% | +22.9% | -36.3% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling