+60.0%
CSGP vs JBL
+1,148.2%
-1,088.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.3% |
| 7D | +1.3% | +6.3% | -5.0% | -0.1% |
| 30D | +2.8% | -13.5% | +16.3% | +5.4% |
| 3M | -6.3% | -31.3% | +25.0% | +0.7% |
| 6M | -3.2% | -28.4% | +25.3% | +1.3% |
| YTD | -54.0% | +11.6% | -65.5% | -58.6% |
| 1Y | -54.8% | +26.1% | -80.9% | -61.0% |
| 3Y | -60.6% | +97.4% | -157.9% | -72.5% |
| 5Y | -62.6% | +301.0% | -363.6% | -80.7% |
| All | +60.0% | +1,148.2% | -1,088.2% | -44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling