+28.3%
CL vs JBLU
-70.1%
+98.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.4% |
| 7D | -2.3% | -5.6% | +3.3% | -2.2% |
| 30D | -5.5% | -22.3% | +16.8% | -4.9% |
| 3M | +0.8% | -11.0% | +11.8% | +1.0% |
| 6M | -4.2% | -3.1% | -1.1% | -4.3% |
| YTD | +13.4% | -3.7% | +17.2% | +13.3% |
| 1Y | +7.1% | -14.8% | +21.8% | +7.1% |
| 3Y | +29.0% | -15.4% | +44.5% | +27.3% |
| 5Y | +28.3% | -71.4% | +99.7% | +28.9% |
| All | +28.3% | -70.1% | +98.4% | +28.9% |
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