+1,154.6%
CB vs JBLU
-58.4%
+1,212.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +0.5% | -3.5% | +4.0% | +1.1% |
| 30D | -3.1% | -27.2% | +24.1% | +2.3% |
| 3M | +9.0% | -4.3% | +13.3% | +8.5% |
| 6M | +2.9% | -8.3% | +11.2% | +1.7% |
| YTD | +10.1% | +1.8% | +8.3% | +5.9% |
| 1Y | +22.8% | -9.0% | +31.8% | +19.9% |
| 3Y | +73.8% | -21.9% | +95.7% | +55.6% |
| 5Y | +99.2% | -69.0% | +168.2% | +108.7% |
| 10Y | +218.2% | -70.8% | +289.0% | +207.7% |
| All | +1,154.6% | -58.4% | +1,212.9% | +657.7% |
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