+482.4%
CSX vs JBL
+1,439.8%
-957.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +0.6% | +4.4% | -3.8% | -0.7% |
| 30D | -2.3% | -8.4% | +6.2% | +0.1% |
| 3M | +4.3% | -14.2% | +18.5% | +8.1% |
| 6M | +23.4% | +29.6% | -6.2% | +10.6% |
| YTD | +36.4% | +37.1% | -0.7% | +19.4% |
| 1Y | +53.0% | +49.5% | +3.5% | +28.8% |
| 3Y | +70.6% | +192.7% | -122.0% | +5.5% |
| 5Y | +65.5% | +411.3% | -345.9% | -21.5% |
| 10Y | +482.4% | +1,447.6% | -965.3% | +77.5% |
| All | +482.4% | +1,439.8% | -957.4% | +77.5% |
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