+142.3%
CI vs JBLU
-72.5%
+214.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.3% | -4.8% | +3.4% | -0.7% |
| 30D | +3.1% | -24.4% | +27.6% | +6.6% |
| 3M | -4.5% | -4.8% | +0.3% | -4.7% |
| 6M | +8.3% | -0.5% | +8.7% | +6.4% |
| YTD | +3.8% | -3.5% | +7.3% | +1.8% |
| 1Y | -5.0% | -13.6% | +8.6% | -5.8% |
| 3Y | +5.8% | -15.3% | +21.0% | -4.9% |
| 5Y | +50.6% | -70.1% | +120.7% | +62.0% |
| All | +142.3% | -72.5% | +214.7% | +145.5% |
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