+130.8%
JPM vs CTSH
-13.5%
+144.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.7% |
| 7D | +0.4% | -2.3% | +2.7% | +1.0% |
| 30D | +2.7% | +7.4% | -4.7% | +0.3% |
| 3M | -3.8% | +10.9% | -14.8% | -7.4% |
| 6M | +14.3% | +24.7% | -10.3% | +5.0% |
| YTD | +8.2% | -22.0% | +30.2% | +17.5% |
| 1Y | +11.0% | -11.2% | +22.1% | +14.2% |
| 3Y | +152.7% | +3.9% | +148.8% | +140.7% |
| 5Y | +130.8% | -13.9% | +144.8% | +135.0% |
| All | +130.8% | -13.5% | +144.3% | +135.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling