+34,813.6%
CTSH vs JBL
+4,032.3%
+30,781.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | 0.0% |
| 7D | -2.1% | +6.3% | -8.5% | -4.1% |
| 30D | +1.4% | -13.5% | +14.9% | +5.1% |
| 3M | +7.5% | -31.3% | +38.8% | +18.4% |
| 6M | +39.6% | -28.4% | +68.0% | +48.7% |
| YTD | -22.3% | +11.6% | -33.9% | -30.0% |
| 1Y | -12.0% | +26.1% | -38.1% | -23.9% |
| 3Y | +1.8% | +97.4% | -95.6% | -28.1% |
| 5Y | -15.8% | +301.0% | -316.8% | -54.2% |
| 10Y | +34.8% | +1,151.1% | -1,116.3% | -52.7% |
| All | +34,813.6% | +4,032.3% | +30,781.3% | +3,359.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling