+287.5%
CAH vs JBLU
-72.4%
+359.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -5.1% | -5.0% | -0.1% | -4.6% |
| 30D | +0.2% | -23.9% | +24.1% | +2.9% |
| 3M | +6.3% | -11.6% | +17.9% | +7.1% |
| 6M | +9.4% | -0.2% | +9.6% | +8.2% |
| YTD | +15.0% | -3.3% | +18.3% | +13.4% |
| 1Y | +55.4% | -15.4% | +70.8% | +55.1% |
| 3Y | +173.8% | -14.7% | +188.6% | +153.0% |
| 5Y | +395.2% | -70.0% | +465.2% | +424.5% |
| All | +287.5% | -72.4% | +359.9% | +306.2% |
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