+22.2%
CTSH vs JBL
+1,558.3%
-1,536.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.0% | -2.2% | +1.5% |
| 7D | -3.7% | +2.4% | -6.1% | -4.4% |
| 30D | +3.7% | -13.1% | +16.8% | +7.3% |
| 3M | +17.9% | -15.6% | +33.5% | +21.7% |
| 6M | -2.6% | +24.6% | -27.2% | -12.7% |
| YTD | -26.4% | +39.6% | -66.0% | -37.0% |
| 1Y | -13.0% | +48.6% | -61.6% | -27.7% |
| 3Y | -11.2% | +197.3% | -208.5% | -46.1% |
| 5Y | -14.3% | +413.0% | -427.3% | -59.3% |
| All | +22.2% | +1,558.3% | -1,536.2% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling