+7.9%
CRM vs JBLU
-13.1%
+21.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +4.7% |
| 7D | +0.1% | -5.8% | +5.9% | +0.1% |
| 30D | +32.2% | -22.8% | +55.1% | +32.4% |
| 3M | +56.4% | -13.0% | +69.4% | +56.4% |
| 6M | +35.2% | +5.8% | +29.4% | +34.3% |
| YTD | -1.6% | -4.2% | +2.6% | -2.5% |
| All | +7.9% | -13.1% | +21.0% | +8.6% |
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