-61.7%
CSGP vs JBLU
-0.5%
-61.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.7% | -0.2% |
| 7D | -6.1% | +9.2% | -15.3% | -6.7% |
| 30D | +0.3% | +13.7% | -13.4% | -0.7% |
| 3M | -1.3% | -34.1% | +32.8% | +2.0% |
| 6M | -8.9% | -19.5% | +10.5% | -7.8% |
| YTD | -55.2% | -16.3% | -39.0% | -55.3% |
| 1Y | -56.4% | -13.4% | -43.0% | -56.6% |
| All | -61.7% | -0.5% | -61.1% | -63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling