+940.9%
CLS vs JBLU
-59.3%
+1,000.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.4% | +8.0% | +6.3% |
| 7D | +12.8% | +1.1% | +11.7% | +12.3% |
| 30D | +3.8% | -25.5% | +29.4% | +11.8% |
| 3M | -14.6% | -5.0% | -9.6% | -14.4% |
| 6M | +32.2% | +0.7% | +31.6% | +28.5% |
| YTD | +11.6% | -0.7% | +12.3% | +7.4% |
| 1Y | +35.1% | -12.7% | +47.8% | +33.0% |
| 3Y | +1,312.5% | -12.7% | +1,325.3% | +1,108.4% |
| 5Y | +3,542.1% | -69.3% | +3,611.3% | +3,959.1% |
| 10Y | +2,944.0% | -73.0% | +3,017.0% | +3,107.5% |
| All | +940.9% | -59.3% | +1,000.3% | +588.4% |
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