+20.3%
JPM vs CTSH
-11.3%
+31.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.8% |
| 7D | +0.3% | -2.7% | +3.0% | +0.4% |
| 30D | -0.2% | +12.4% | -12.5% | -0.8% |
| 3M | +15.9% | +17.4% | -1.5% | +15.2% |
| 6M | +20.9% | -3.1% | +24.0% | +23.6% |
| YTD | +12.9% | -23.6% | +36.5% | +18.3% |
| 1Y | +20.3% | -10.8% | +31.1% | +23.8% |
| All | +20.3% | -11.3% | +31.6% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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