-10.8%
CTSH vs JD
-6.7%
-4.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.5% |
| 7D | -2.3% | +7.9% | -10.2% | -3.1% |
| 30D | +7.4% | +4.8% | +2.7% | +6.9% |
| 3M | +10.9% | -13.9% | +24.9% | +12.3% |
| 6M | +24.7% | -5.8% | +30.5% | +23.4% |
| YTD | -22.0% | +2.4% | -24.4% | -22.1% |
| All | -10.8% | -6.7% | -4.1% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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