-33.4%
CAT vs JBLU
-22.7%
-10.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +1.2% |
| 7D | +9.3% | +9.2% | +0.2% | +8.4% |
| 30D | -21.5% | +13.7% | -35.2% | -22.3% |
| 3M | -29.1% | -34.1% | +5.0% | -25.2% |
| 6M | -33.4% | -19.5% | -13.9% | -33.7% |
| All | -33.4% | -22.7% | -10.6% | -33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling