-16.7%
CTSH vs JBLU
-71.4%
+54.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -9.8% | -4.8% | -5.0% | -9.1% |
| 30D | +0.1% | -24.4% | +24.5% | +4.1% |
| 3M | +13.2% | -4.8% | +18.0% | +12.9% |
| 6M | -6.2% | -0.5% | -5.7% | -8.1% |
| YTD | -28.5% | -3.5% | -24.9% | -30.0% |
| 1Y | -13.8% | -13.6% | -0.2% | -14.4% |
| 3Y | -13.7% | -15.3% | +1.6% | -22.9% |
| 5Y | -16.7% | -70.1% | +53.4% | -6.4% |
| All | -16.7% | -71.4% | +54.8% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling