+2,555.3%
CNC vs JBLU
-60.6%
+2,615.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.3% |
| 7D | -4.9% | -5.6% | +0.7% | -3.9% |
| 30D | -3.8% | -22.3% | +18.6% | +0.3% |
| 3M | -3.2% | -11.0% | +7.7% | -2.3% |
| 6M | +47.9% | -3.1% | +51.0% | +45.2% |
| YTD | +55.7% | -3.7% | +59.4% | +51.8% |
| 1Y | +106.2% | -14.8% | +121.0% | +104.4% |
| 3Y | -2.1% | -15.4% | +13.4% | -13.5% |
| 5Y | +3.4% | -71.4% | +74.8% | +9.7% |
| 10Y | +91.7% | -73.0% | +164.6% | +86.2% |
| All | +2,555.3% | -60.6% | +2,615.9% | +1,732.9% |
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