+395.2%
COR vs JBLU
-72.4%
+467.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.8% | -5.0% | +2.1% | -2.5% |
| 30D | +2.6% | -23.9% | +26.4% | +4.2% |
| 3M | +14.5% | -11.6% | +26.1% | +15.0% |
| 6M | -7.8% | -0.2% | -7.6% | -8.5% |
| YTD | -4.2% | -3.3% | -0.9% | -5.1% |
| 1Y | +7.0% | -15.4% | +22.4% | +6.7% |
| 3Y | +85.5% | -14.7% | +100.3% | +74.4% |
| 5Y | +181.2% | -70.0% | +251.2% | +194.7% |
| All | +395.2% | -72.4% | +467.6% | +401.8% |
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