-47.3%
CLF vs JBLU
-69.2%
+21.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.0% |
| 7D | +6.5% | +1.1% | +5.4% | +6.2% |
| 30D | +0.2% | -25.5% | +25.8% | +8.3% |
| 3M | -3.1% | -5.0% | +2.0% | -3.1% |
| 6M | +25.0% | +0.7% | +24.4% | +21.2% |
| YTD | -7.5% | -0.7% | -6.8% | -10.8% |
| 1Y | +11.5% | -12.7% | +24.3% | +10.7% |
| 3Y | -13.7% | -12.7% | -1.0% | -25.4% |
| All | -47.3% | -69.2% | +21.8% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling