+87.0%
CIFR vs JBLU
-63.8%
+150.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +5.4% |
| 7D | +26.7% | +1.1% | +25.6% | +26.0% |
| 30D | +7.7% | -25.5% | +33.3% | +21.8% |
| 3M | -23.8% | -5.0% | -18.8% | -23.3% |
| 6M | +35.9% | +0.7% | +35.2% | +31.4% |
| YTD | +25.4% | -0.7% | +26.1% | +18.1% |
| 1Y | +139.8% | -12.7% | +152.5% | +138.3% |
| 3Y | +515.0% | -12.7% | +527.7% | +428.5% |
| 5Y | +52.1% | -69.3% | +121.4% | +79.6% |
| All | +87.0% | -63.8% | +150.8% | +119.5% |
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 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