-59.7%
CSGP vs JBL
+100.3%
-160.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.6% | -3.4% | +2.5% |
| 7D | -1.8% | -5.2% | +3.4% | -2.1% |
| 30D | +5.3% | -17.5% | +22.8% | +4.7% |
| 3M | +3.3% | -26.0% | +29.3% | +2.6% |
| 6M | -4.7% | -28.9% | +24.2% | -5.4% |
| YTD | -53.5% | +10.8% | -64.4% | -56.0% |
| 1Y | -53.7% | +18.3% | -72.0% | -56.7% |
| 3Y | -59.7% | +102.2% | -161.9% | -67.0% |
| All | -59.7% | +100.3% | -160.1% | -67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling