+189.0%
CDE vs JBLU
-70.3%
+259.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -3.1% | -5.0% | +1.9% | -2.0% |
| 30D | +9.5% | -23.9% | +33.3% | +16.0% |
| 3M | +25.5% | -11.6% | +37.1% | +27.6% |
| 6M | -7.9% | -0.2% | -7.7% | -9.6% |
| YTD | +15.6% | -3.3% | +18.8% | +13.5% |
| 1Y | +34.0% | -15.4% | +49.4% | +34.4% |
| 3Y | +791.9% | -14.7% | +806.6% | +649.2% |
| All | +189.0% | -70.3% | +259.2% | +214.0% |
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