+660.1%
CAH vs JBLU
-60.4%
+720.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -5.1% | -5.0% | -0.1% | -4.5% |
| 30D | +0.2% | -23.9% | +24.1% | +3.8% |
| 3M | +6.3% | -11.6% | +17.9% | +7.4% |
| 6M | +9.4% | -0.2% | +9.6% | +7.7% |
| YTD | +15.0% | -3.3% | +18.3% | +12.9% |
| 1Y | +55.4% | -15.4% | +70.8% | +54.8% |
| 3Y | +173.8% | -14.7% | +188.6% | +149.7% |
| 5Y | +395.2% | -70.0% | +465.2% | +417.9% |
| 10Y | +293.2% | -72.9% | +366.1% | +288.3% |
| All | +660.1% | -60.4% | +720.6% | +445.7% |
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 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