+424.7%
CL vs JBLU
-58.4%
+483.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -2.2% | -3.5% | +1.4% | -1.9% |
| 30D | -4.8% | -27.2% | +22.4% | -2.6% |
| 3M | +4.9% | -4.3% | +9.2% | +4.8% |
| 6M | -5.7% | -8.3% | +2.6% | -5.9% |
| YTD | +14.4% | +1.8% | +12.6% | +12.9% |
| 1Y | +8.7% | -9.0% | +17.8% | +8.0% |
| 3Y | +30.0% | -21.9% | +51.9% | +24.9% |
| 5Y | +28.4% | -69.0% | +97.4% | +31.4% |
| 10Y | +50.1% | -70.8% | +120.9% | +46.5% |
| All | +424.7% | -58.4% | +483.0% | +327.0% |
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