+482.5%
CL vs JBLU
-63.8%
+546.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -0.8% | +12.9% | -13.7% | -1.7% |
| 30D | +9.5% | +11.0% | -1.5% | +8.2% |
| 3M | +6.8% | -30.8% | +37.6% | +9.2% |
| 6M | +14.3% | -19.0% | +33.2% | +15.0% |
| YTD | +27.0% | -11.6% | +38.6% | +26.1% |
| 1Y | +26.3% | -7.4% | +33.6% | +24.8% |
| 3Y | +39.3% | +3.9% | +35.4% | +29.9% |
| 5Y | +41.5% | -73.9% | +115.4% | +46.3% |
| 10Y | +84.1% | -79.1% | +163.2% | +84.8% |
| All | +482.5% | -63.8% | +546.4% | +376.8% |
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 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