+40.8%
CL vs JBLU
-74.4%
+115.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | +0.1% |
| 7D | +2.6% | +25.8% | -23.2% | +2.1% |
| 30D | +11.8% | +4.2% | +7.6% | +11.6% |
| 3M | +5.9% | -29.1% | +35.0% | +6.7% |
| 6M | +13.3% | -21.7% | +35.0% | +13.8% |
| YTD | +27.1% | -12.1% | +39.2% | +27.2% |
| 1Y | +28.0% | -9.3% | +37.3% | +28.0% |
| 3Y | +39.4% | +3.4% | +36.0% | +36.5% |
| 5Y | +40.8% | -74.2% | +115.0% | +42.8% |
| All | +40.8% | -74.4% | +115.1% | +42.8% |
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