-41.3%
CORZ vs JBLU
-12.5%
-28.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +11.9% | -22.3% | -13.1% |
| 7D | -14.9% | +24.9% | -39.8% | -20.1% |
| 30D | -23.1% | -12.3% | -10.8% | -21.2% |
| 3M | -44.1% | -44.5% | +0.4% | -36.3% |
| 6M | -39.5% | -25.7% | -13.8% | -35.1% |
| YTD | -12.4% | -21.8% | +9.4% | -16.5% |
| 1Y | -41.3% | -12.7% | -28.6% | -48.4% |
| All | -41.3% | -12.5% | -28.8% | -48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling