+322.0%
CMG vs JBLU
-72.4%
+394.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.1% | -5.0% | +2.9% | -1.2% |
| 30D | +10.9% | -23.9% | +34.8% | +16.0% |
| 3M | +15.8% | -11.6% | +27.5% | +17.6% |
| 6M | +6.9% | -0.2% | +7.2% | +5.2% |
| YTD | -2.2% | -3.3% | +1.1% | -3.8% |
| 1Y | -7.1% | -15.4% | +8.3% | -6.9% |
| 3Y | -7.1% | -14.7% | +7.6% | -16.1% |
| 5Y | -4.8% | -70.0% | +65.2% | +3.8% |
| All | +322.0% | -72.4% | +394.4% | +335.4% |
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 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