-41.4%
CLF vs JBLU
-75.3%
+33.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | +0.9% |
| 7D | +16.0% | +9.2% | +6.8% | +13.3% |
| 30D | +1.6% | +13.7% | -12.1% | -3.2% |
| 3M | +6.7% | -34.1% | +40.8% | +17.6% |
| 6M | +21.1% | -19.5% | +40.6% | +24.5% |
| YTD | -1.6% | -16.3% | +14.7% | -2.3% |
| 1Y | +18.5% | -13.4% | +31.9% | +16.2% |
| 3Y | -21.0% | -1.6% | -19.5% | -37.4% |
| 5Y | -41.4% | -74.9% | +33.5% | -23.3% |
| All | -41.4% | -75.3% | +33.9% | -23.3% |
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