-54.8%
CSGP vs JBL
+20.0%
-74.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +2.2% |
| 7D | +1.3% | +6.3% | -5.0% | +3.2% |
| 30D | +2.8% | -13.5% | +16.3% | -0.7% |
| 3M | -6.3% | -31.3% | +25.0% | -14.2% |
| 6M | -3.2% | -28.4% | +25.3% | -9.4% |
| YTD | -54.0% | +11.6% | -65.5% | -56.0% |
| 1Y | -54.8% | +26.1% | -80.9% | -57.4% |
| All | -54.8% | +20.0% | -74.8% | -57.4% |
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 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