+153.3%
CMI vs JBLU
-15.7%
+169.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -0.7% | -5.0% | +4.3% | 0.0% |
| 30D | -12.4% | -23.9% | +11.5% | -9.2% |
| 3M | -14.8% | -11.6% | -3.1% | -14.0% |
| 6M | +0.8% | -0.2% | +1.0% | -0.9% |
| YTD | +10.2% | -3.3% | +13.5% | +8.2% |
| 1Y | +37.4% | -15.4% | +52.8% | +37.0% |
| 3Y | +153.3% | -14.7% | +168.0% | +135.1% |
| All | +153.3% | -15.7% | +169.0% | +135.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling