+1,593.4%
JPM vs CTSH
+34,247.0%
-32,653.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | +0.1% |
| 7D | +0.3% | -2.7% | +3.0% | +1.1% |
| 30D | -0.2% | +12.4% | -12.5% | -3.7% |
| 3M | +15.9% | +17.4% | -1.5% | +9.2% |
| 6M | +20.9% | -3.1% | +24.0% | +19.7% |
| YTD | +12.9% | -23.6% | +36.5% | +19.2% |
| 1Y | +20.3% | -10.8% | +31.1% | +21.1% |
| 3Y | +160.9% | -8.3% | +169.2% | +159.0% |
| 5Y | +154.8% | -11.3% | +166.2% | +152.5% |
| 10Y | +591.1% | +22.6% | +568.5% | +515.3% |
| All | +1,593.4% | +34,247.0% | -32,653.6% | +372.5% |
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