+2,590.0%
CPRT vs JBLU
-59.3%
+2,649.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.9% |
| 7D | +0.4% | +1.1% | -0.7% | +0.2% |
| 30D | +9.9% | -25.5% | +35.4% | +15.1% |
| 3M | +5.6% | -5.0% | +10.7% | +5.7% |
| 6M | -13.6% | +0.7% | -14.3% | -15.3% |
| YTD | -16.7% | -0.7% | -16.1% | -18.8% |
| 1Y | -33.1% | -12.7% | -20.4% | -33.7% |
| 3Y | -27.1% | -12.7% | -14.3% | -34.5% |
| 5Y | -9.9% | -69.3% | +59.4% | -4.2% |
| 10Y | +415.3% | -73.0% | +488.3% | +414.1% |
| All | +2,590.0% | -59.3% | +2,649.4% | +1,848.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling