-11.2%
CRM vs JBLU
-15.1%
+3.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -2.1% |
| 7D | -3.7% | +14.4% | -18.1% | -3.3% |
| 30D | -1.1% | -13.4% | +12.3% | -0.7% |
| 3M | +15.5% | -45.1% | +60.6% | +16.1% |
| 6M | +19.5% | -27.9% | +47.4% | +19.8% |
| YTD | -15.5% | -23.3% | +7.8% | -17.2% |
| 1Y | -11.2% | -18.6% | +7.4% | -14.5% |
| All | -11.2% | -15.1% | +3.9% | -14.5% |
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