+412.6%
CSX vs JBL
+1,188.5%
-775.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.6% | -2.9% | +1.1% |
| 7D | -2.2% | -5.2% | +3.0% | -0.9% |
| 30D | +6.8% | -17.5% | +24.4% | +12.4% |
| 3M | +0.7% | -26.0% | +26.7% | +8.7% |
| 6M | +13.3% | -28.9% | +42.1% | +22.4% |
| YTD | +40.5% | +10.8% | +29.7% | +29.7% |
| 1Y | +44.7% | +18.3% | +26.4% | +30.3% |
| 3Y | +74.5% | +102.2% | -27.7% | +22.4% |
| 5Y | +52.0% | +303.2% | -251.2% | -22.8% |
| 10Y | +412.6% | +1,152.0% | -739.4% | +75.6% |
| All | +412.6% | +1,188.5% | -775.8% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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