-53.3%
CSGP vs JBL
+20.8%
-74.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.8% | +8.9% | +2.5% |
| 7D | +18.3% | -11.1% | +29.4% | +14.5% |
| 30D | +17.8% | -14.1% | +31.9% | +13.9% |
| 3M | +9.3% | -23.9% | +33.2% | +3.2% |
| 6M | -7.9% | -24.1% | +16.2% | -12.8% |
| YTD | -51.5% | +13.5% | -65.0% | -53.6% |
| 1Y | -53.3% | +23.7% | -77.0% | -56.3% |
| All | -53.3% | +20.8% | -74.1% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling