+42.7%
CI vs JBLU
-70.1%
+112.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.0% |
| 7D | -1.1% | -5.6% | +4.5% | -0.8% |
| 30D | +0.5% | -22.3% | +22.8% | +1.6% |
| 3M | -5.2% | -11.0% | +5.8% | -4.9% |
| 6M | +4.3% | -3.1% | +7.4% | +3.8% |
| YTD | +2.8% | -3.7% | +6.5% | +2.1% |
| 1Y | -5.8% | -14.8% | +9.0% | -6.0% |
| 3Y | +4.7% | -15.4% | +20.2% | +0.4% |
| 5Y | +42.7% | -71.4% | +114.1% | +55.1% |
| All | +42.7% | -70.1% | +112.8% | +55.1% |
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 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