+3,692.4%
CAT vs JBLU
-65.7%
+3,758.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +1.8% |
| 7D | +9.3% | +9.2% | +0.2% | +7.2% |
| 30D | -21.5% | +13.7% | -35.2% | -24.8% |
| 3M | -29.1% | -34.1% | +5.0% | -23.4% |
| 6M | -33.4% | -19.5% | -13.9% | -32.1% |
| YTD | +6.6% | -16.3% | +22.8% | +5.4% |
| 1Y | +6.5% | -13.4% | +19.9% | +4.4% |
| 3Y | +162.7% | -1.6% | +164.2% | +121.2% |
| 5Y | +214.2% | -74.9% | +289.1% | +253.1% |
| 10Y | +705.2% | -80.2% | +785.4% | +773.2% |
| All | +3,692.4% | -65.7% | +3,758.2% | +2,380.0% |
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