+415.5%
CNQ vs JBLU
-72.4%
+487.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.1% | -5.0% | +5.1% | +0.9% |
| 30D | +6.2% | -23.9% | +30.1% | +10.9% |
| 3M | +12.4% | -11.6% | +24.0% | +12.9% |
| 6M | +9.0% | -0.2% | +9.2% | +4.5% |
| YTD | +52.2% | -3.3% | +55.5% | +44.9% |
| 1Y | +65.0% | -15.4% | +80.4% | +60.6% |
| 3Y | +78.8% | -14.7% | +93.6% | +48.3% |
| 5Y | +286.0% | -70.0% | +356.0% | +318.0% |
| All | +415.5% | -72.4% | +487.9% | +409.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling