-8.8%
CTSH vs JCI
+16.0%
-24.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.1% |
| 7D | +1.8% | -5.9% | +7.7% | -0.8% |
| 30D | +9.8% | -10.4% | +20.2% | +5.4% |
| 3M | +12.1% | -6.1% | +18.2% | +10.5% |
| 6M | +27.4% | +1.7% | +25.7% | +30.9% |
| YTD | -20.3% | +18.9% | -39.1% | -17.1% |
| 1Y | -8.8% | +16.1% | -24.9% | -3.0% |
| All | -8.8% | +16.0% | -24.8% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling