+142.8%
CI vs JBLU
-80.5%
+223.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.4% |
| 7D | +1.2% | +2.5% | -1.3% | +0.8% |
| 30D | +2.6% | +24.9% | -22.4% | -0.6% |
| 3M | +7.4% | -35.2% | +42.6% | +12.3% |
| 6M | -0.1% | -20.0% | +19.9% | +0.9% |
| YTD | +9.7% | -17.4% | +27.1% | +8.9% |
| 1Y | +12.1% | -13.0% | +25.1% | +10.4% |
| 3Y | +7.0% | -5.3% | +12.3% | -7.2% |
| 5Y | +49.7% | -75.2% | +124.9% | +64.7% |
| All | +142.8% | -80.5% | +223.2% | +147.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling