-17.1%
CTSH vs JBL
+410.1%
-427.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -8.2% | +4.0% | -12.2% | -8.8% |
| 30D | +0.4% | -7.5% | +7.9% | +1.4% |
| 3M | +10.6% | -14.1% | +24.6% | +12.5% |
| 6M | -8.8% | +25.9% | -34.7% | -16.6% |
| YTD | -28.6% | +36.7% | -65.3% | -36.6% |
| 1Y | -15.9% | +49.0% | -64.9% | -27.6% |
| 3Y | -13.9% | +191.8% | -205.7% | -44.0% |
| 5Y | -17.1% | +409.8% | -426.9% | -59.9% |
| All | -17.1% | +410.1% | -427.2% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling