+58.3%
CSX vs JBL
+299.0%
-240.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | +6.0% | +6.3% | -0.4% | +4.7% |
| 30D | +7.8% | -13.5% | +21.3% | +10.6% |
| 3M | +4.1% | -31.3% | +35.4% | +11.5% |
| 6M | +17.9% | -28.4% | +46.3% | +24.2% |
| YTD | +44.9% | +11.6% | +33.3% | +36.6% |
| 1Y | +51.1% | +26.1% | +25.0% | +38.3% |
| 3Y | +78.3% | +97.4% | -19.1% | +38.8% |
| All | +58.3% | +299.0% | -240.7% | -8.9% |
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