+201.6%
CAT vs JBLU
-16.1%
+217.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.4% |
| 7D | +2.9% | -5.6% | +8.5% | +3.8% |
| 30D | -2.6% | -22.3% | +19.7% | +0.9% |
| 3M | -10.7% | -11.0% | +0.3% | -9.8% |
| 6M | +16.1% | -3.1% | +19.2% | +14.7% |
| YTD | +43.2% | -3.7% | +47.0% | +40.6% |
| 1Y | +96.8% | -14.8% | +111.6% | +96.0% |
| All | +201.6% | -16.1% | +217.7% | +173.6% |
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