+158.3%
CAT vs JBLU
-1.8%
+160.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | +7.4% | +2.5% | +5.0% | +7.1% |
| 30D | -19.7% | +24.9% | -44.6% | -22.7% |
| 3M | -29.6% | -35.2% | +5.6% | -25.7% |
| 6M | -33.2% | -20.0% | -13.2% | -32.2% |
| YTD | +5.7% | -17.4% | +23.0% | +5.3% |
| 1Y | +9.3% | -13.0% | +22.3% | +8.1% |
| 3Y | +158.3% | -5.3% | +163.6% | +143.3% |
| All | +158.3% | -1.8% | +160.2% | +143.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling