+38.7%
CTSH vs JCI
+298.2%
-259.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +1.8% | -5.9% | +7.7% | +3.5% |
| 30D | +9.8% | -10.4% | +20.2% | +12.7% |
| 3M | +12.1% | -6.1% | +18.2% | +12.5% |
| 6M | +27.4% | +1.7% | +25.7% | +22.3% |
| YTD | -20.3% | +18.9% | -39.1% | -29.5% |
| 1Y | -8.8% | +16.1% | -24.9% | -18.6% |
| 3Y | +4.0% | +187.8% | -183.8% | -40.1% |
| 5Y | -12.2% | +103.2% | -115.4% | -41.9% |
| 10Y | +38.7% | +288.2% | -249.5% | -45.5% |
| All | +38.7% | +298.2% | -259.5% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 10y: compounded portfolio wealth divided by compounded JCI 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…
10y analysis · Full analysis span regression · 6 months rolling