+257.5%
CRM vs JBLU
-74.6%
+332.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +4.9% |
| 7D | +0.1% | -5.8% | +5.9% | +0.9% |
| 30D | +32.2% | -22.8% | +55.1% | +36.8% |
| 3M | +56.4% | -13.0% | +69.4% | +58.3% |
| 6M | +35.2% | +5.8% | +29.4% | +31.2% |
| YTD | -1.6% | -4.2% | +2.6% | -3.9% |
| 1Y | +7.8% | -13.7% | +21.4% | +6.4% |
| 3Y | +20.6% | -15.0% | +35.6% | +8.9% |
| 5Y | +3.8% | -70.7% | +74.4% | +10.5% |
| 10Y | +257.5% | -74.6% | +332.1% | +277.2% |
| All | +257.5% | -74.6% | +332.2% | +277.2% |
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