+1,523.2%
JPM vs CTSH
+35,729.8%
-34,206.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.6% |
| 7D | +1.2% | +1.8% | -0.6% | +0.7% |
| 30D | +2.7% | +9.8% | -7.1% | -0.4% |
| 3M | -4.5% | +12.1% | -16.6% | -8.4% |
| 6M | +14.3% | +27.4% | -13.1% | +4.0% |
| YTD | +8.2% | -20.3% | +28.5% | +12.1% |
| 1Y | +10.0% | -8.8% | +18.8% | +9.5% |
| 3Y | +149.0% | +4.0% | +144.9% | +136.7% |
| 5Y | +131.0% | -12.2% | +143.2% | +127.9% |
| 10Y | +479.1% | +38.7% | +440.4% | +397.5% |
| All | +1,523.2% | +35,729.8% | -34,206.6% | +344.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling