-50.5%
CPNG vs JBLU
-70.3%
+19.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.8% | +3.0% |
| 7D | -1.1% | -5.0% | +3.9% | 0.0% |
| 30D | -7.4% | -23.9% | +16.5% | -1.6% |
| 3M | -12.3% | -11.6% | -0.7% | -10.8% |
| 6M | -19.4% | -0.2% | -19.2% | -21.2% |
| YTD | -35.9% | -3.3% | -32.6% | -37.8% |
| 1Y | -53.4% | -15.4% | -38.0% | -53.7% |
| 3Y | -20.0% | -14.7% | -5.3% | -38.0% |
| All | -50.5% | -70.3% | +19.8% | -35.8% |
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 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