+2,848.9%
COR vs JBLU
-59.3%
+2,908.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.7% |
| 7D | -1.9% | +1.1% | -3.0% | -2.0% |
| 30D | +1.5% | -25.5% | +27.1% | +4.4% |
| 3M | +18.7% | -5.0% | +23.7% | +18.6% |
| 6M | -9.0% | +0.7% | -9.7% | -10.3% |
| YTD | -3.3% | -0.7% | -2.6% | -5.0% |
| 1Y | +9.8% | -12.7% | +22.6% | +9.0% |
| 3Y | +87.4% | -12.7% | +100.1% | +73.0% |
| 5Y | +180.5% | -69.3% | +249.8% | +188.8% |
| 10Y | +398.1% | -73.0% | +471.2% | +389.6% |
| All | +2,848.9% | -59.3% | +2,908.2% | +2,158.3% |
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