+332.6%
CAT vs JBLU
-70.3%
+402.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +0.6% | -5.0% | +5.5% | +1.4% |
| 30D | -4.3% | -23.9% | +19.5% | 0.0% |
| 3M | -8.6% | -11.6% | +3.0% | -7.5% |
| 6M | +16.1% | -0.2% | +16.3% | +13.9% |
| YTD | +43.8% | -3.3% | +47.1% | +40.6% |
| 1Y | +91.5% | -15.4% | +106.8% | +90.8% |
| 3Y | +202.7% | -14.7% | +217.4% | +171.8% |
| All | +332.6% | -70.3% | +402.9% | +366.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling