+3,508.4%
CSX vs JBLU
-64.6%
+3,573.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.4% | -4.6% | +1.2% |
| 7D | -2.2% | +24.3% | -26.5% | -6.7% |
| 30D | +6.8% | +2.6% | +4.2% | +4.7% |
| 3M | +0.7% | -35.1% | +35.8% | +8.4% |
| 6M | +13.3% | -22.9% | +36.2% | +15.9% |
| YTD | +40.5% | -13.4% | +53.9% | +37.2% |
| 1Y | +44.7% | -10.9% | +55.5% | +40.1% |
| 3Y | +74.5% | -1.0% | +75.5% | +45.4% |
| 5Y | +52.0% | -75.2% | +127.2% | +68.9% |
| 10Y | +412.6% | -78.7% | +491.3% | +429.2% |
| All | +3,508.4% | -64.6% | +3,573.0% | +2,227.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling