+3,660.6%
CAT vs JBLU
-66.2%
+3,726.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | +7.4% | +2.5% | +5.0% | +6.9% |
| 30D | -19.7% | +24.9% | -44.6% | -24.6% |
| 3M | -29.6% | -35.2% | +5.6% | -23.7% |
| 6M | -33.2% | -20.0% | -13.2% | -31.8% |
| YTD | +5.7% | -17.4% | +23.0% | +4.8% |
| 1Y | +9.3% | -13.0% | +22.3% | +7.0% |
| 3Y | +158.3% | -5.3% | +163.6% | +119.6% |
| 5Y | +211.6% | -75.2% | +286.8% | +251.1% |
| 10Y | +698.5% | -80.5% | +778.9% | +768.4% |
| All | +3,660.6% | -66.2% | +3,726.8% | +2,366.4% |
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 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