+4,987.7%
CAT vs JBLU
-58.4%
+5,046.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +1.7% | -3.5% | +5.3% | +2.5% |
| 30D | -6.6% | -27.2% | +20.6% | +0.1% |
| 3M | -13.3% | -4.3% | -9.0% | -13.4% |
| 6M | +11.6% | -8.3% | +19.9% | +10.9% |
| YTD | +42.9% | +1.8% | +41.2% | +37.4% |
| 1Y | +95.4% | -9.0% | +104.5% | +91.6% |
| 3Y | +196.6% | -21.9% | +218.5% | +168.0% |
| 5Y | +321.7% | -69.0% | +390.7% | +357.2% |
| 10Y | +1,140.8% | -70.8% | +1,211.6% | +1,147.9% |
| All | +4,987.7% | -58.4% | +5,046.1% | +3,133.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling