-32.5%
CPRT vs JBLU
-14.6%
-17.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +2.2% | -3.5% | +5.8% | +2.6% |
| 30D | +16.6% | -27.2% | +43.8% | +20.6% |
| 3M | +9.6% | -4.3% | +13.9% | +9.7% |
| 6M | -11.1% | -8.3% | -2.8% | -11.4% |
| YTD | -13.9% | +1.8% | -15.6% | -14.8% |
| 1Y | -32.5% | -9.0% | -23.5% | -33.6% |
| All | -32.5% | -14.6% | -17.9% | -33.6% |
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