-12.0%
CTSH vs JCI
+14.5%
-26.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -1.7% |
| 7D | -2.1% | +3.2% | -5.3% | -0.5% |
| 30D | +1.4% | -8.6% | +10.0% | -2.0% |
| 3M | +7.5% | -7.7% | +15.2% | +5.0% |
| 6M | +39.6% | -2.6% | +42.1% | +41.5% |
| YTD | -22.3% | +17.4% | -39.7% | -19.4% |
| 1Y | -12.0% | +16.9% | -28.9% | -8.0% |
| All | -12.0% | +14.5% | -26.5% | -8.0% |
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