+118.1%
COF vs JBLU
-15.7%
+133.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | -5.1% | -5.0% | -0.2% | -4.2% |
| 30D | -6.0% | -23.9% | +17.8% | -0.8% |
| 3M | +14.8% | -11.6% | +26.5% | +17.1% |
| 6M | +15.3% | -0.2% | +15.6% | +13.6% |
| YTD | -13.0% | -3.3% | -9.8% | -14.2% |
| 1Y | -5.7% | -15.4% | +9.7% | -5.0% |
| 3Y | +118.1% | -14.7% | +132.9% | +106.5% |
| All | +118.1% | -15.7% | +133.8% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling