+2,057.1%
CCI vs JBLU
-60.6%
+2,117.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.6% |
| 7D | -0.3% | -5.6% | +5.3% | +0.6% |
| 30D | +2.1% | -22.3% | +24.5% | +6.0% |
| 3M | -17.8% | -11.0% | -6.9% | -17.2% |
| 6M | -14.2% | -3.1% | -11.1% | -15.7% |
| YTD | -13.3% | -3.7% | -9.6% | -15.6% |
| 1Y | -16.6% | -14.8% | -1.8% | -17.5% |
| 3Y | -10.8% | -15.4% | +4.6% | -20.0% |
| 5Y | -50.3% | -71.4% | +21.1% | -47.6% |
| 10Y | +22.5% | -73.0% | +95.5% | +16.3% |
| All | +2,057.1% | -60.6% | +2,117.7% | +1,138.6% |
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