-10.7%
CMG vs JBLU
-14.6%
+3.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -1.7% |
| 7D | -2.8% | -3.5% | +0.7% | -2.2% |
| 30D | +7.1% | -27.2% | +34.3% | +13.2% |
| 3M | +31.2% | -4.3% | +35.5% | +31.1% |
| 6M | +0.7% | -8.3% | +9.0% | +0.3% |
| YTD | -0.1% | +1.8% | -1.9% | -2.7% |
| 1Y | -10.7% | -9.0% | -1.7% | -11.7% |
| All | -10.7% | -14.6% | +3.8% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling