+48.2%
CSX vs JBL
+270.2%
-222.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.5% | -3.6% |
| 7D | -5.5% | -12.3% | +6.8% | -3.2% |
| 30D | +4.9% | -20.2% | +25.1% | +9.2% |
| 3M | -2.9% | -30.6% | +27.8% | +3.6% |
| 6M | +8.3% | -35.8% | +44.1% | +16.7% |
| YTD | +36.7% | +4.9% | +31.8% | +30.5% |
| 1Y | +41.5% | +11.3% | +30.2% | +32.9% |
| 3Y | +68.6% | +89.1% | -20.5% | +32.2% |
| All | +48.2% | +270.2% | -222.0% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling