-60.3%
CSGP vs JBLU
-17.5%
-42.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.2% | -9.8% | -5.0% |
| 7D | +1.3% | +28.8% | -27.5% | -0.5% |
| 30D | +10.7% | -7.6% | +18.2% | +11.3% |
| 3M | +3.3% | -40.7% | +44.0% | +7.5% |
| 6M | -10.3% | -27.2% | +16.9% | -8.5% |
| YTD | -54.6% | -19.3% | -35.2% | -54.5% |
| 1Y | -54.6% | -13.6% | -41.0% | -54.9% |
| 3Y | -60.3% | -14.7% | -45.7% | -61.8% |
| All | -60.3% | -17.5% | -42.8% | -61.8% |
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 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