+180.7%
COR vs JBLU
-71.4%
+252.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.7% |
| 7D | -4.8% | -4.8% | -0.1% | -4.8% |
| 30D | -3.7% | -24.4% | +20.8% | -3.4% |
| 3M | +14.3% | -4.8% | +19.1% | +14.3% |
| 6M | -8.5% | -0.5% | -8.0% | -8.6% |
| YTD | -4.4% | -3.5% | -0.9% | -4.5% |
| 1Y | +9.1% | -13.6% | +22.7% | +9.1% |
| 3Y | +85.2% | -15.3% | +100.5% | +80.5% |
| 5Y | +180.7% | -70.1% | +250.8% | +198.2% |
| All | +180.7% | -71.4% | +252.1% | +198.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling