+219.2%
CB vs JBLU
-72.5%
+291.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.8% | -4.8% | +2.0% | -2.1% |
| 30D | -2.4% | -24.4% | +22.0% | +1.0% |
| 3M | +2.8% | -4.8% | +7.5% | +2.6% |
| 6M | +4.8% | -0.5% | +5.2% | +2.8% |
| YTD | +9.2% | -3.5% | +12.7% | +6.8% |
| 1Y | +22.8% | -13.6% | +36.4% | +21.5% |
| 3Y | +71.1% | -15.3% | +86.4% | +53.2% |
| 5Y | +101.0% | -70.1% | +171.1% | +116.8% |
| All | +219.2% | -72.5% | +291.7% | +225.7% |
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 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