+607.3%
CEG vs JBLU
-70.2%
+677.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +0.3% | -4.8% | +5.1% | +0.9% |
| 30D | +2.9% | -24.4% | +27.3% | +6.2% |
| 3M | +18.2% | -4.8% | +23.0% | +18.1% |
| 6M | -9.5% | -0.5% | -9.1% | -10.6% |
| YTD | -18.7% | -3.5% | -15.2% | -20.1% |
| 1Y | -10.1% | -13.6% | +3.4% | -10.8% |
| 3Y | +168.3% | -15.3% | +183.6% | +150.3% |
| All | +607.3% | -70.2% | +677.5% | +623.8% |
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