+20.2%
CLF vs JBLU
-12.5%
+32.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +11.9% | -21.1% | -11.4% |
| 7D | -7.9% | +24.9% | -32.8% | -12.4% |
| 30D | +5.2% | -12.3% | +17.6% | +7.3% |
| 3M | +4.3% | -44.5% | +48.8% | +17.2% |
| 6M | +25.3% | -25.7% | +50.9% | +30.1% |
| YTD | -3.3% | -21.8% | +18.4% | +0.5% |
| 1Y | +20.2% | -12.7% | +33.0% | +17.7% |
| All | +20.2% | -12.5% | +32.8% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling