+6,706.3%
CME vs JBLU
-59.7%
+6,766.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.7% |
| 7D | -2.9% | +1.1% | -4.0% | -3.1% |
| 30D | +5.5% | -25.5% | +31.1% | +10.6% |
| 3M | +11.0% | -5.0% | +16.0% | +10.6% |
| 6M | -9.7% | +0.7% | -10.4% | -12.3% |
| YTD | +4.9% | -0.7% | +5.5% | +1.1% |
| 1Y | +10.1% | -12.7% | +22.8% | +8.0% |
| 3Y | +53.5% | -12.7% | +66.3% | +32.6% |
| 5Y | +77.2% | -69.3% | +146.4% | +83.4% |
| 10Y | +282.1% | -73.0% | +355.2% | +261.3% |
| All | +6,706.3% | -59.7% | +6,766.1% | +3,632.7% |
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 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