+3,388.4%
CSGP vs JBL
+3,568.2%
-179.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.6% | +7.0% | +0.6% |
| 7D | +13.9% | -17.9% | +31.8% | +19.3% |
| 30D | +16.0% | -23.6% | +39.6% | +23.1% |
| 3M | +6.1% | -30.2% | +36.3% | +14.3% |
| 6M | -8.2% | -29.9% | +21.7% | -3.3% |
| YTD | -52.3% | +3.7% | -56.1% | -55.5% |
| 1Y | -54.5% | +8.5% | -63.0% | -58.2% |
| 3Y | -58.6% | +85.1% | -143.7% | -68.6% |
| 5Y | -61.5% | +267.8% | -329.3% | -76.3% |
| 10Y | +74.7% | +1,135.9% | -1,061.2% | -26.5% |
| All | +3,388.4% | +3,568.2% | -179.8% | +659.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling