+60.0%
CSGP vs JBLU
-80.5%
+140.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.0% |
| 7D | +1.3% | +2.5% | -1.1% | +1.0% |
| 30D | +2.8% | +24.9% | -22.1% | -0.9% |
| 3M | -6.3% | -35.2% | +28.8% | -1.5% |
| 6M | -3.2% | -20.0% | +16.8% | -2.0% |
| YTD | -54.0% | -17.4% | -36.6% | -54.3% |
| 1Y | -54.8% | -13.0% | -41.9% | -55.6% |
| 3Y | -60.6% | -5.3% | -55.3% | -65.2% |
| 5Y | -62.6% | -75.2% | +12.6% | -59.4% |
| All | +60.0% | -80.5% | +140.5% | +68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling