+794.8%
CI vs JBLU
-59.3%
+854.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.5% | -1.4% |
| 7D | -2.0% | +1.1% | -3.1% | -2.2% |
| 30D | -1.8% | -25.5% | +23.7% | +3.2% |
| 3M | -4.2% | -5.0% | +0.8% | -4.4% |
| 6M | +2.7% | +0.7% | +2.0% | +0.1% |
| YTD | +1.9% | -0.7% | +2.6% | -1.3% |
| 1Y | -6.3% | -12.7% | +6.5% | -7.6% |
| 3Y | +3.9% | -12.7% | +16.6% | -9.4% |
| 5Y | +41.9% | -69.3% | +111.1% | +48.3% |
| 10Y | +140.4% | -73.0% | +213.4% | +134.4% |
| All | +794.8% | -59.3% | +854.2% | +464.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling