+34,247.0%
CTSH vs JBHT
+4,734.5%
+29,512.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -4.7% |
| 7D | -2.7% | +4.9% | -7.6% | -4.5% |
| 30D | +12.4% | +0.6% | +11.8% | +11.7% |
| 3M | +17.4% | -3.2% | +20.6% | +17.9% |
| 6M | -3.1% | +17.0% | -20.0% | -10.2% |
| YTD | -23.6% | +41.7% | -65.2% | -34.3% |
| 1Y | -10.8% | +90.0% | -100.8% | -32.6% |
| 3Y | -8.3% | +47.0% | -55.3% | -25.4% |
| 5Y | -11.3% | +58.3% | -69.6% | -31.4% |
| 10Y | +22.6% | +273.9% | -251.3% | -34.3% |
| All | +34,247.0% | +4,734.5% | +29,512.5% | +7,311.8% |
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