+34,247.0%
CTSH vs JBL
+4,947.7%
+29,299.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.1% |
| 7D | -2.7% | +3.0% | -5.7% | -3.6% |
| 30D | +12.4% | -8.3% | +20.6% | +14.8% |
| 3M | +17.4% | -16.9% | +34.3% | +21.7% |
| 6M | -3.1% | +21.8% | -24.8% | -12.7% |
| YTD | -23.6% | +36.3% | -59.9% | -34.2% |
| 1Y | -10.8% | +49.5% | -60.3% | -26.1% |
| 3Y | -8.3% | +170.6% | -178.9% | -41.1% |
| 5Y | -11.3% | +408.4% | -419.7% | -54.6% |
| 10Y | +22.6% | +1,450.4% | -1,427.8% | -59.2% |
| All | +34,247.0% | +4,947.7% | +29,299.3% | +3,149.6% |
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