+4,005.7%
CMG vs JBLU
-67.4%
+4,073.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | -3.8% | -4.8% | +0.9% | -2.8% |
| 30D | +12.9% | -24.4% | +37.3% | +19.5% |
| 3M | +18.8% | -4.8% | +23.5% | +19.0% |
| 6M | +4.1% | -0.5% | +4.5% | +1.9% |
| YTD | -2.4% | -3.5% | +1.2% | -4.5% |
| 1Y | -6.7% | -13.6% | +6.9% | -7.1% |
| 3Y | -7.1% | -15.3% | +8.1% | -17.9% |
| 5Y | -5.0% | -70.1% | +65.1% | +4.1% |
| 10Y | +323.5% | -72.9% | +396.4% | +321.2% |
| All | +4,005.7% | -67.4% | +4,073.0% | +2,664.4% |
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 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