-31.9%
CEG vs JBLU
-12.5%
-19.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +11.9% | -18.7% | -7.5% |
| 7D | -4.8% | +24.9% | -29.7% | -6.6% |
| 30D | -8.2% | -12.3% | +4.1% | -8.0% |
| 3M | -7.9% | -44.5% | +36.5% | -5.5% |
| 6M | -23.2% | -25.7% | +2.5% | -22.6% |
| YTD | -30.1% | -21.8% | -8.4% | -30.0% |
| 1Y | -31.9% | -12.7% | -19.2% | -34.1% |
| All | -31.9% | -12.5% | -19.4% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling