-15.8%
CTSH vs JD
-63.0%
+47.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -0.8% |
| 7D | -2.1% | -4.1% | +2.0% | -1.7% |
| 30D | +1.4% | +4.6% | -3.2% | +0.8% |
| 3M | +7.5% | -4.7% | +12.2% | +8.0% |
| 6M | +39.6% | -17.4% | +56.9% | +42.3% |
| YTD | -22.3% | +0.7% | -23.0% | -22.7% |
| 1Y | -12.0% | -5.9% | -6.1% | -11.8% |
| 3Y | +1.8% | +18.9% | -17.1% | -2.9% |
| All | -15.8% | -63.0% | +47.2% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling