+251.7%
CB vs JBLU
-80.5%
+332.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | +2.9% | +2.5% | +0.5% | +2.6% |
| 30D | +7.3% | +24.9% | -17.6% | +3.7% |
| 3M | +9.4% | -35.2% | +44.6% | +14.6% |
| 6M | +19.6% | -20.0% | +39.6% | +20.7% |
| YTD | +21.5% | -17.4% | +38.8% | +20.2% |
| 1Y | +28.0% | -13.0% | +41.0% | +25.4% |
| 3Y | +74.9% | -5.3% | +80.2% | +50.4% |
| 5Y | +108.1% | -75.2% | +183.3% | +129.8% |
| All | +251.7% | -80.5% | +332.1% | +271.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling