+3,264.4%
CSGP vs JBL
+4,720.0%
-1,455.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -4.0% | -2.8% |
| 7D | -4.1% | +3.0% | -7.1% | -4.8% |
| 30D | +2.3% | -8.3% | +10.6% | +4.2% |
| 3M | -8.2% | -16.9% | +8.7% | -5.4% |
| 6M | -35.1% | +21.8% | -56.8% | -40.5% |
| YTD | -54.0% | +36.3% | -90.3% | -59.5% |
| 1Y | -65.3% | +49.5% | -114.8% | -70.4% |
| 3Y | -62.6% | +170.6% | -233.2% | -74.2% |
| 5Y | -64.8% | +408.4% | -473.2% | -79.8% |
| 10Y | +45.1% | +1,450.4% | -1,405.3% | -41.6% |
| All | +3,264.4% | +4,720.0% | -1,455.6% | +592.4% |
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 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