+245.6%
CRH vs JBLU
-72.4%
+318.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -6.1% | -5.0% | -1.1% | -4.9% |
| 30D | -9.3% | -23.9% | +14.6% | -3.5% |
| 3M | -15.2% | -11.6% | -3.5% | -13.5% |
| 6M | -14.2% | -0.2% | -14.0% | -15.9% |
| YTD | -28.3% | -3.3% | -25.0% | -29.9% |
| 1Y | -21.8% | -15.4% | -6.4% | -21.6% |
| 3Y | +71.6% | -14.7% | +86.3% | +49.8% |
| 5Y | +96.6% | -70.0% | +166.6% | +122.9% |
| All | +245.6% | -72.4% | +318.0% | +245.2% |
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