+1,249.5%
CLS vs JBLU
-15.9%
+1,265.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +5.0% | -4.8% | +9.7% | +5.7% |
| 30D | +4.8% | -24.4% | +29.2% | +9.3% |
| 3M | -10.4% | -4.8% | -5.6% | -9.9% |
| 6M | +20.8% | -0.5% | +21.3% | +19.3% |
| YTD | +10.0% | -3.5% | +13.5% | +8.4% |
| 1Y | +28.5% | -13.6% | +42.1% | +28.1% |
| All | +1,249.5% | -15.9% | +1,265.4% | +1,208.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling