+482.4%
CSX vs JBLU
-73.0%
+555.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | -0.4% |
| 7D | +0.6% | +1.1% | -0.5% | +0.4% |
| 30D | -2.3% | -25.5% | +23.3% | +2.7% |
| 3M | +4.3% | -5.0% | +9.3% | +4.1% |
| 6M | +23.4% | +0.7% | +22.7% | +20.3% |
| YTD | +36.4% | -0.7% | +37.1% | +32.2% |
| 1Y | +53.0% | -12.7% | +65.8% | +51.3% |
| 3Y | +70.6% | -12.7% | +83.4% | +50.6% |
| 5Y | +65.5% | -69.3% | +134.7% | +79.3% |
| 10Y | +482.4% | -73.0% | +555.4% | +476.7% |
| All | +482.4% | -73.0% | +555.3% | +476.7% |
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