+409.0%
CSX vs JBLU
-78.7%
+487.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.9% |
| 7D | +0.7% | +25.8% | -25.1% | -3.2% |
| 30D | +8.1% | +4.2% | +3.9% | +6.2% |
| 3M | +2.2% | -29.1% | +31.3% | +7.2% |
| 6M | +14.6% | -21.7% | +36.3% | +16.7% |
| YTD | +42.2% | -12.1% | +54.3% | +39.2% |
| 1Y | +47.3% | -9.3% | +56.6% | +43.2% |
| 3Y | +73.5% | +3.4% | +70.2% | +45.4% |
| 5Y | +54.1% | -74.2% | +128.3% | +71.8% |
| 10Y | +409.0% | -79.2% | +488.1% | +448.5% |
| All | +409.0% | -78.7% | +487.7% | +448.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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