+592.1%
JPM vs CTSH
+18.6%
+573.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.5% |
| 7D | -0.4% | -8.2% | +7.8% | +3.1% |
| 30D | -1.4% | +0.4% | -1.8% | -1.9% |
| 3M | +13.9% | +10.6% | +3.4% | +7.1% |
| 6M | +23.5% | -8.8% | +32.3% | +25.8% |
| YTD | +11.6% | -28.6% | +40.3% | +26.6% |
| 1Y | +21.4% | -15.9% | +37.3% | +26.3% |
| 3Y | +163.4% | -13.9% | +177.3% | +166.6% |
| 5Y | +152.5% | -17.1% | +169.6% | +153.4% |
| 10Y | +592.1% | +21.0% | +571.1% | +479.0% |
| All | +592.1% | +18.6% | +573.5% | +479.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling