-64.8%
CSGP vs JBLU
-68.8%
+4.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.9% | -2.5% |
| 7D | -4.1% | -3.5% | -0.5% | -3.6% |
| 30D | +2.3% | -27.2% | +29.5% | +6.9% |
| 3M | -8.2% | -4.3% | -3.8% | -8.2% |
| 6M | -35.1% | -8.3% | -26.7% | -35.5% |
| YTD | -54.0% | +1.8% | -55.8% | -55.4% |
| 1Y | -65.3% | -9.0% | -56.3% | -65.9% |
| 3Y | -62.6% | -21.9% | -40.6% | -66.1% |
| All | -64.8% | -68.8% | +4.1% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling