+361.3%
COF vs JBLU
-60.5%
+421.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -6.1% | -4.8% | -1.3% | -4.3% |
| 30D | -5.2% | -24.4% | +19.3% | +5.1% |
| 3M | +17.0% | -4.8% | +21.8% | +17.4% |
| 6M | +12.9% | -0.5% | +13.4% | +8.6% |
| YTD | -13.5% | -3.5% | -10.0% | -17.0% |
| 1Y | -5.9% | -13.6% | +7.7% | -6.7% |
| 3Y | +117.1% | -15.3% | +132.4% | +75.0% |
| 5Y | +45.4% | -70.1% | +115.5% | +73.0% |
| 10Y | +244.1% | -72.9% | +317.0% | +283.4% |
| All | +361.3% | -60.5% | +421.8% | +154.9% |
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