+4,191.8%
CTSH vs JBLU
-59.3%
+4,251.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.5% | -3.3% |
| 7D | -5.5% | +1.1% | -6.6% | -5.7% |
| 30D | +4.5% | -25.5% | +30.0% | +11.4% |
| 3M | +13.7% | -5.0% | +18.8% | +13.3% |
| 6M | -8.4% | +0.7% | -9.1% | -11.4% |
| YTD | -26.5% | -0.7% | -25.8% | -29.4% |
| 1Y | -13.9% | -12.7% | -1.2% | -15.3% |
| 3Y | -11.3% | -12.7% | +1.4% | -23.6% |
| 5Y | -14.8% | -69.3% | +54.4% | -8.0% |
| 10Y | +22.5% | -73.0% | +95.5% | +20.9% |
| All | +4,191.8% | -59.3% | +4,251.1% | +2,744.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling