+11.9%
COST vs JBLU
-12.5%
+24.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.9% | -9.3% | +2.7% |
| 7D | +6.6% | +24.9% | -18.3% | +6.8% |
| 30D | +13.5% | -12.3% | +25.8% | +13.7% |
| 3M | +10.6% | -44.5% | +55.0% | +10.8% |
| 6M | +3.6% | -25.7% | +29.3% | +3.7% |
| YTD | +22.1% | -21.8% | +43.8% | +20.5% |
| 1Y | +11.9% | -12.7% | +24.6% | +8.5% |
| All | +11.9% | -12.5% | +24.4% | +8.5% |
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