What is cortisol?

Its a hormone.

From wikipedia: Cortisol is a corticosteroid hormone produced by the adrenal cortex that is involved in the response to stress; it increases blood pressure and blood sugar levels and suppresses the immune system. Synthetic cortisol, also known as hydrocortisone, is used as a drug mainly to fight allergies and inflammation.

If cortisol is what I think it is it actually 'excites' the immune system and over time if stress is continued then the cells adapt to that being the normal level for a 'lowered' immune system so a infection does not release as much more of the hormone as to go very high, if at all, over the normal level resulting in the immune system being lowered.

I could be wrong though.