+35,040.8%
CTSH vs JBL
+4,125.1%
+30,915.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -4.2% | +10.0% | -14.2% | -7.1% |
| 30D | +3.9% | -18.2% | +22.2% | +9.5% |
| 3M | +10.2% | -29.0% | +39.2% | +20.2% |
| 6M | +35.3% | -25.9% | +61.2% | +42.5% |
| YTD | -21.8% | +14.1% | -35.9% | -30.0% |
| 1Y | -12.1% | +21.7% | -33.8% | -23.1% |
| 3Y | +2.0% | +103.8% | -101.8% | -28.7% |
| 5Y | -15.3% | +310.0% | -325.3% | -54.3% |
| 10Y | +35.7% | +1,179.2% | -1,143.5% | -52.7% |
| All | +35,040.8% | +4,125.1% | +30,915.6% | +3,357.8% |
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