+120.3%
CLF vs JBLU
-72.5%
+192.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -3.7% | -4.8% | +1.1% | -1.9% |
| 30D | -4.7% | -24.4% | +19.8% | +5.6% |
| 3M | -4.7% | -4.8% | +0.1% | -4.9% |
| 6M | +24.0% | -0.5% | +24.5% | +18.9% |
| YTD | -10.9% | -3.5% | -7.4% | -14.9% |
| 1Y | +4.0% | -13.6% | +17.6% | +2.6% |
| 3Y | -16.9% | -15.3% | -1.7% | -33.9% |
| 5Y | -49.3% | -70.1% | +20.8% | -37.5% |
| All | +120.3% | -72.5% | +192.8% | +151.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling