+4,458.9%
CSX vs JBL
+42,637.0%
-38,178.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.7% | +0.6% |
| 7D | -3.4% | +3.0% | -6.4% | -3.8% |
| 30D | -3.1% | -8.3% | +5.2% | -1.9% |
| 3M | +7.2% | -16.9% | +24.1% | +9.6% |
| 6M | +16.2% | +21.8% | -5.6% | +11.7% |
| YTD | +37.5% | +36.3% | +1.2% | +29.7% |
| 1Y | +53.2% | +49.5% | +3.7% | +41.9% |
| 3Y | +68.2% | +170.6% | -102.4% | +39.3% |
| 5Y | +65.2% | +408.4% | -343.2% | +23.3% |
| 10Y | +504.1% | +1,450.4% | -946.3% | +279.6% |
| All | +4,458.9% | +42,637.0% | -38,178.1% | +2,262.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling