+274.2%
CME vs JBLU
-72.4%
+346.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -1.6% | -5.0% | +3.4% | -1.3% |
| 30D | +5.6% | -23.9% | +29.5% | +7.5% |
| 3M | +5.6% | -11.6% | +17.2% | +6.0% |
| 6M | -8.3% | -0.2% | -8.0% | -9.3% |
| YTD | +4.3% | -3.3% | +7.6% | +3.0% |
| 1Y | +9.1% | -15.4% | +24.5% | +8.6% |
| 3Y | +52.1% | -14.7% | +66.8% | +41.6% |
| 5Y | +79.7% | -70.0% | +149.7% | +89.7% |
| All | +274.2% | -72.4% | +346.6% | +255.7% |
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