+1,241.2%
COP vs JBLU
-59.3%
+1,300.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.9% |
| 7D | -0.8% | +1.1% | -2.0% | -1.0% |
| 30D | +15.6% | -25.5% | +41.1% | +20.5% |
| 3M | +14.3% | -5.0% | +19.4% | +13.5% |
| 6M | +17.0% | +0.7% | +16.3% | +12.9% |
| YTD | +47.4% | -0.7% | +48.1% | +41.2% |
| 1Y | +52.4% | -12.7% | +65.1% | +48.5% |
| 3Y | +20.8% | -12.7% | +33.6% | +6.7% |
| 5Y | +191.7% | -69.3% | +261.0% | +202.2% |
| 10Y | +325.1% | -73.0% | +398.1% | +324.5% |
| All | +1,241.2% | -59.3% | +1,300.6% | +889.0% |
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