+3,154.0%
CLS vs JBLU
-72.4%
+3,226.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.2% | +6.3% | +6.5% |
| 7D | +10.9% | -5.0% | +15.9% | +12.3% |
| 30D | +2.1% | -23.9% | +26.0% | +9.2% |
| 3M | -10.2% | -11.6% | +1.5% | -8.2% |
| 6M | +30.4% | -0.2% | +30.6% | +27.0% |
| YTD | +17.2% | -3.3% | +20.5% | +13.5% |
| 1Y | +41.0% | -15.4% | +56.4% | +40.1% |
| 3Y | +1,338.0% | -14.7% | +1,352.7% | +1,111.3% |
| 5Y | +3,860.6% | -70.0% | +3,930.6% | +4,443.6% |
| All | +3,154.0% | -72.4% | +3,226.4% | +3,531.9% |
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