+62.6%
CSGP vs JBL
+1,199.1%
-1,136.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -1.0% |
| 7D | -7.1% | +0.1% | -7.2% | -7.2% |
| 30D | +3.6% | -17.0% | +20.6% | +7.2% |
| 3M | -2.7% | -27.4% | +24.6% | +3.2% |
| 6M | -8.1% | -29.1% | +21.0% | -3.5% |
| YTD | -55.0% | +13.6% | -68.6% | -59.7% |
| 1Y | -55.8% | +22.8% | -78.5% | -61.5% |
| 3Y | -62.0% | +103.0% | -165.0% | -73.7% |
| 5Y | -62.9% | +307.4% | -370.3% | -80.9% |
| 10Y | +62.6% | +1,173.9% | -1,111.3% | -43.7% |
| All | +62.6% | +1,199.1% | -1,136.5% | -43.7% |
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