+374.9%
CPRT vs JBLU
-72.4%
+447.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | -11.2% | -5.0% | -6.2% | -10.4% |
| 30D | +3.3% | -23.9% | +27.2% | +7.8% |
| 3M | -3.6% | -11.6% | +8.1% | -2.3% |
| 6M | -15.8% | -0.2% | -15.5% | -17.3% |
| YTD | -23.5% | -3.3% | -20.2% | -25.1% |
| 1Y | -38.8% | -15.4% | -23.4% | -38.9% |
| 3Y | -33.4% | -14.7% | -18.7% | -41.3% |
| 5Y | -16.4% | -70.0% | +53.7% | -8.4% |
| All | +374.9% | -72.4% | +447.3% | +363.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling