-53.3%
CSGP vs JBLU
-12.5%
-40.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +11.9% | -7.9% | +3.9% |
| 7D | +18.3% | +24.9% | -6.6% | +18.0% |
| 30D | +17.8% | -12.3% | +30.1% | +19.4% |
| 3M | +9.3% | -44.5% | +53.7% | +13.2% |
| 6M | -7.9% | -25.7% | +17.8% | -5.9% |
| YTD | -51.5% | -21.8% | -29.8% | -51.0% |
| 1Y | -53.3% | -12.7% | -40.6% | -54.8% |
| All | -53.3% | -12.5% | -40.8% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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