+5.6%
CNC vs JBLU
-70.3%
+75.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.5% |
| 7D | -0.9% | -5.0% | +4.0% | -0.7% |
| 30D | -1.0% | -23.9% | +22.9% | +0.3% |
| 3M | +4.5% | -11.6% | +16.2% | +4.9% |
| 6M | +85.2% | -0.2% | +85.4% | +83.9% |
| YTD | +61.4% | -3.3% | +64.7% | +60.1% |
| 1Y | +94.9% | -15.4% | +110.3% | +94.4% |
| 3Y | 0.0% | -14.7% | +14.7% | -4.2% |
| All | +5.6% | -70.3% | +75.8% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling