+373.4%
CLF vs JBLU
-58.4%
+431.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +7.6% | -3.5% | +11.1% | +8.9% |
| 30D | -1.2% | -27.2% | +26.0% | +9.8% |
| 3M | -13.4% | -4.3% | -9.0% | -13.6% |
| 6M | +15.4% | -8.3% | +23.7% | +14.5% |
| YTD | -5.9% | +1.8% | -7.6% | -11.0% |
| 1Y | +18.8% | -9.0% | +27.9% | +15.6% |
| 3Y | -19.4% | -21.9% | +2.5% | -29.9% |
| 5Y | -47.7% | -69.0% | +21.3% | -38.9% |
| 10Y | +130.4% | -70.8% | +201.2% | +159.1% |
| All | +373.4% | -58.4% | +431.8% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling