+658.2%
CLS vs JBLU
-66.2%
+724.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.0% |
| 7D | +16.3% | +2.5% | +13.8% | +15.5% |
| 30D | -25.7% | +24.9% | -50.6% | -30.7% |
| 3M | -30.9% | -35.2% | +4.3% | -23.6% |
| 6M | -35.5% | -20.0% | -15.5% | -33.5% |
| YTD | -18.7% | -17.4% | -1.3% | -18.9% |
| 1Y | -17.9% | -13.0% | -4.9% | -19.3% |
| 3Y | +838.1% | -5.3% | +843.4% | +676.6% |
| 5Y | +1,971.9% | -75.2% | +2,047.1% | +2,319.3% |
| 10Y | +1,907.9% | -80.5% | +1,988.3% | +2,184.5% |
| All | +658.2% | -66.2% | +724.3% | +420.0% |
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