+0.4%
CCL vs JBLU
-71.4%
+71.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -4.3% | -4.8% | +0.5% | -2.2% |
| 30D | -19.0% | -24.4% | +5.5% | -8.4% |
| 3M | -13.1% | -4.8% | -8.3% | -12.4% |
| 6M | -13.3% | -0.5% | -12.8% | -15.2% |
| YTD | -25.2% | -3.5% | -21.7% | -27.0% |
| 1Y | -27.2% | -13.6% | -13.6% | -26.0% |
| 3Y | +49.2% | -15.3% | +64.5% | +2.2% |
| 5Y | +0.4% | -70.1% | +70.5% | +75.0% |
| All | +0.4% | -71.4% | +71.8% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling