+242.0%
COF vs JBLU
-72.4%
+314.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | -5.1% | -5.0% | -0.2% | -3.4% |
| 30D | -6.0% | -23.9% | +17.8% | +3.3% |
| 3M | +14.8% | -11.6% | +26.5% | +18.4% |
| 6M | +15.3% | -0.2% | +15.6% | +11.1% |
| YTD | -13.0% | -3.3% | -9.8% | -16.5% |
| 1Y | -5.7% | -15.4% | +9.7% | -5.7% |
| 3Y | +118.1% | -14.7% | +132.9% | +72.0% |
| 5Y | +46.2% | -70.0% | +116.3% | +79.9% |
| All | +242.0% | -72.4% | +314.4% | +277.9% |
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 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