+36,159.8%
CTSH vs JBHT
+3,909.6%
+32,250.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.6% |
| 7D | -0.9% | +1.7% | -2.6% | -1.5% |
| 30D | +13.1% | -1.2% | +14.2% | +13.5% |
| 3M | +17.9% | -17.1% | +35.0% | +25.5% |
| 6M | +28.5% | -4.4% | +32.9% | +28.7% |
| YTD | -19.3% | +17.5% | -36.8% | -25.9% |
| 1Y | -7.6% | +32.6% | -40.2% | -19.1% |
| 3Y | +4.8% | +33.0% | -28.2% | -11.8% |
| 5Y | -9.9% | +20.3% | -30.2% | -22.8% |
| 10Y | +45.0% | +209.1% | -164.0% | -16.7% |
| All | +36,159.8% | +3,909.6% | +32,250.1% | +8,258.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling