+89.6%
CL vs JBLU
-80.5%
+170.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.8% |
| 7D | +3.2% | +2.5% | +0.8% | +3.1% |
| 30D | +8.0% | +24.9% | -16.9% | +7.2% |
| 3M | +7.9% | -35.2% | +43.0% | +9.2% |
| 6M | +14.7% | -20.0% | +34.7% | +15.2% |
| YTD | +29.2% | -17.4% | +46.5% | +29.2% |
| 1Y | +29.5% | -13.0% | +42.5% | +29.4% |
| 3Y | +40.7% | -5.3% | +46.0% | +36.8% |
| 5Y | +43.9% | -75.2% | +119.1% | +46.8% |
| All | +89.6% | -80.5% | +170.1% | +99.7% |
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