+65.2%
CSGP vs JBL
+1,126.8%
-1,061.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.2% | -5.8% | -4.9% |
| 7D | +1.3% | -12.3% | +13.6% | +4.0% |
| 30D | +10.7% | -20.2% | +30.9% | +15.4% |
| 3M | +3.3% | -30.6% | +33.9% | +10.5% |
| 6M | -10.3% | -35.8% | +25.4% | -3.8% |
| YTD | -54.6% | +4.9% | -59.5% | -58.6% |
| 1Y | -54.6% | +11.3% | -65.9% | -59.6% |
| 3Y | -60.3% | +89.1% | -149.4% | -72.1% |
| 5Y | -63.3% | +272.1% | -335.4% | -80.7% |
| All | +65.2% | +1,126.8% | -1,061.6% | -42.9% |
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