-13.0%
CTSH vs JBLU
-14.6%
+1.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | -3.7% | -5.0% | +1.3% | -3.3% |
| 30D | +3.7% | -23.9% | +27.6% | +6.2% |
| 3M | +17.9% | -11.6% | +29.6% | +18.3% |
| 6M | -2.6% | -0.2% | -2.4% | -4.7% |
| YTD | -26.4% | -3.3% | -23.1% | -27.5% |
| 1Y | -13.0% | -15.4% | +2.3% | -11.8% |
| All | -13.0% | -14.6% | +1.5% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 1y: compounded portfolio wealth divided by compounded JBLU 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…
1y analysis · Full analysis span regression · 6 months rolling