+8.9%
CAT vs JBLU
-12.5%
+21.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +11.9% | -17.2% | -6.7% |
| 7D | -17.1% | +24.9% | -42.0% | -19.8% |
| 30D | -30.1% | -12.3% | -17.8% | -28.8% |
| 3M | -32.4% | -44.5% | +12.1% | -26.5% |
| 6M | -32.1% | -25.7% | -6.4% | -30.2% |
| YTD | +4.1% | -21.8% | +25.9% | +0.6% |
| 1Y | +8.9% | -12.7% | +21.6% | +0.8% |
| All | +8.9% | -12.5% | +21.4% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling