+74.6%
CLF vs JBLU
-80.5%
+155.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.7% |
| 7D | +10.4% | +2.5% | +7.9% | +9.5% |
| 30D | +0.6% | +24.9% | -24.4% | -9.0% |
| 3M | +4.1% | -35.2% | +39.3% | +18.9% |
| 6M | +15.1% | -20.0% | +35.1% | +19.1% |
| YTD | -4.7% | -17.4% | +12.6% | -6.0% |
| 1Y | +20.4% | -13.0% | +33.3% | +15.9% |
| 3Y | -23.4% | -5.3% | -18.1% | -43.7% |
| 5Y | -43.3% | -75.2% | +31.9% | -25.8% |
| All | +74.6% | -80.5% | +155.1% | +144.4% |
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