+67.8%
CSX vs JBLU
-68.8%
+136.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.8% |
| 7D | -3.4% | -3.5% | +0.2% | -3.0% |
| 30D | -3.1% | -27.2% | +24.1% | +0.7% |
| 3M | +7.2% | -4.3% | +11.5% | +6.9% |
| 6M | +16.2% | -8.3% | +24.5% | +15.5% |
| YTD | +37.5% | +1.8% | +35.8% | +34.1% |
| 1Y | +53.2% | -9.0% | +62.3% | +51.2% |
| 3Y | +68.2% | -21.9% | +90.2% | +57.9% |
| All | +67.8% | -68.8% | +136.6% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling