+414.9%
CSX vs JBLU
-80.5%
+495.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | +6.0% | +2.5% | +3.5% | +5.5% |
| 30D | +7.8% | +24.9% | -17.1% | +2.8% |
| 3M | +4.1% | -35.2% | +39.3% | +10.8% |
| 6M | +17.9% | -20.0% | +37.9% | +19.5% |
| YTD | +44.9% | -17.4% | +62.3% | +43.3% |
| 1Y | +51.1% | -13.0% | +64.1% | +47.9% |
| 3Y | +78.3% | -5.3% | +83.6% | +51.8% |
| 5Y | +58.1% | -75.2% | +133.3% | +76.9% |
| All | +414.9% | -80.5% | +495.4% | +460.3% |
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