+20.4%
CLF vs JBLU
-14.2%
+34.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.0% |
| 7D | +10.4% | +2.5% | +7.9% | +9.9% |
| 30D | +0.6% | +24.9% | -24.4% | -4.5% |
| 3M | +4.1% | -35.2% | +39.3% | +13.1% |
| 6M | +15.1% | -20.0% | +35.1% | +17.9% |
| YTD | -4.7% | -17.4% | +12.6% | -0.3% |
| 1Y | +20.4% | -13.0% | +33.3% | +27.6% |
| All | +20.4% | -14.2% | +34.5% | +27.6% |
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