+21.0%
CTSH vs JCI
+323.6%
-302.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.5% |
| 7D | -8.2% | +4.1% | -12.3% | -9.5% |
| 30D | +0.4% | -3.8% | +4.2% | +1.6% |
| 3M | +10.6% | -1.6% | +12.2% | +10.1% |
| 6M | -8.8% | +9.5% | -18.3% | -14.2% |
| YTD | -28.6% | +21.7% | -50.3% | -36.3% |
| 1Y | -15.9% | +37.1% | -53.1% | -29.0% |
| 3Y | -13.9% | +165.2% | -179.1% | -47.2% |
| 5Y | -17.1% | +110.3% | -127.4% | -44.8% |
| 10Y | +21.0% | +341.0% | -320.0% | -49.1% |
| All | +21.0% | +323.6% | -302.6% | -49.1% |
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