+7,670.8%
CMI vs JBLU
-60.4%
+7,731.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -0.7% | -5.0% | +4.3% | +0.6% |
| 30D | -12.4% | -23.9% | +11.5% | -6.0% |
| 3M | -14.8% | -11.6% | -3.1% | -13.2% |
| 6M | +0.8% | -0.2% | +1.0% | -2.5% |
| YTD | +10.2% | -3.3% | +13.5% | +6.2% |
| 1Y | +37.4% | -15.4% | +52.8% | +36.4% |
| 3Y | +153.3% | -14.7% | +168.0% | +115.6% |
| 5Y | +167.6% | -70.0% | +237.6% | +195.7% |
| 10Y | +514.4% | -72.9% | +587.2% | +512.4% |
| All | +7,670.8% | -60.4% | +7,731.2% | +4,213.1% |
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 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