+272.1%
CNQ vs JBLU
-70.3%
+342.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.1% | -5.0% | +5.1% | +0.3% |
| 30D | +6.2% | -23.9% | +30.1% | +7.4% |
| 3M | +12.4% | -11.6% | +24.0% | +12.3% |
| 6M | +9.0% | -0.2% | +9.2% | +7.0% |
| YTD | +52.2% | -3.3% | +55.5% | +49.0% |
| 1Y | +65.0% | -15.4% | +80.4% | +63.2% |
| 3Y | +78.8% | -14.7% | +93.6% | +65.6% |
| All | +272.1% | -70.3% | +342.3% | +294.4% |
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 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