+40.1%
CSGP vs JBLU
-73.0%
+113.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.5% | -1.5% |
| 7D | -5.1% | +1.1% | -6.2% | -5.3% |
| 30D | +0.3% | -25.5% | +25.9% | +4.4% |
| 3M | -9.1% | -5.0% | -4.1% | -9.1% |
| 6M | -37.3% | +0.7% | -38.0% | -38.5% |
| YTD | -54.9% | -0.7% | -54.2% | -56.0% |
| 1Y | -65.5% | -12.7% | -52.8% | -65.9% |
| 3Y | -63.3% | -12.7% | -50.5% | -66.7% |
| 5Y | -65.8% | -69.3% | +3.5% | -63.6% |
| 10Y | +40.1% | -73.0% | +113.1% | +32.9% |
| All | +40.1% | -73.0% | +113.1% | +32.9% |
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