-70.5%
CBRS vs JBLU
-25.1%
-45.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +11.9% | -18.1% | -7.7% |
| 7D | -18.4% | +24.9% | -43.3% | -21.5% |
| 30D | -49.4% | -12.3% | -37.1% | -50.6% |
| 3M | -59.6% | -44.5% | -15.1% | -60.9% |
| All | -70.5% | -25.1% | -45.4% | -70.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling