+22.4%
CCI vs JBLU
-72.4%
+94.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.4% |
| 7D | -0.3% | -5.0% | +4.7% | +0.1% |
| 30D | +2.2% | -23.9% | +26.1% | +4.1% |
| 3M | -16.9% | -11.6% | -5.2% | -16.5% |
| 6M | -11.5% | -0.2% | -11.3% | -12.4% |
| YTD | -12.8% | -3.3% | -9.5% | -13.9% |
| 1Y | -17.1% | -15.4% | -1.7% | -17.4% |
| 3Y | -9.6% | -14.7% | +5.1% | -14.6% |
| 5Y | -48.9% | -70.0% | +21.1% | -48.1% |
| All | +22.4% | -72.4% | +94.8% | +22.5% |
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