+14.2%
CCL vs JBLU
-59.3%
+73.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.3% |
| 7D | -0.1% | +1.1% | -1.2% | -0.6% |
| 30D | -20.0% | -25.5% | +5.6% | -9.1% |
| 3M | -13.7% | -5.0% | -8.6% | -12.7% |
| 6M | -9.0% | +0.7% | -9.7% | -11.4% |
| YTD | -22.8% | -0.7% | -22.2% | -25.5% |
| 1Y | -25.3% | -12.7% | -12.6% | -24.3% |
| 3Y | +54.1% | -12.7% | +66.8% | +22.6% |
| 5Y | +3.5% | -69.3% | +72.8% | +38.3% |
| 10Y | -41.0% | -73.0% | +32.0% | -12.9% |
| All | +14.2% | -59.3% | +73.6% | -0.7% |
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