-10.8%
CTSH vs JBL
+52.3%
-63.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -3.4% |
| 7D | -2.7% | +3.0% | -5.7% | -2.3% |
| 30D | +12.4% | -8.3% | +20.6% | +11.0% |
| 3M | +17.4% | -16.9% | +34.3% | +16.7% |
| 6M | -3.1% | +21.8% | -24.8% | -5.3% |
| YTD | -23.6% | +36.3% | -59.9% | -26.4% |
| 1Y | -10.8% | +49.5% | -60.3% | -16.3% |
| All | -10.8% | +52.3% | -63.2% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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