-53.5%
CSGP vs JBLU
-12.1%
-41.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.4% | -5.1% | +2.2% |
| 7D | -1.8% | +24.3% | -26.1% | -2.0% |
| 30D | +5.3% | +2.6% | +2.7% | +6.4% |
| 3M | +3.3% | -35.1% | +38.4% | +6.4% |
| 6M | -4.7% | -22.9% | +18.2% | -2.3% |
| YTD | -53.5% | -13.4% | -40.1% | -52.8% |
| All | -53.5% | -12.1% | -41.5% | -53.2% |
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