-0.8%
CRM vs JBLU
-70.3%
+69.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -4.4% | -5.0% | +0.5% | -3.7% |
| 30D | +28.1% | -23.9% | +52.0% | +33.1% |
| 3M | +48.8% | -11.6% | +60.5% | +50.3% |
| 6M | +28.3% | -0.2% | +28.5% | +25.2% |
| YTD | -6.0% | -3.3% | -2.7% | -8.8% |
| 1Y | +1.4% | -15.4% | +16.8% | +0.3% |
| 3Y | +11.8% | -14.7% | +26.6% | -4.0% |
| All | -0.8% | -70.3% | +69.4% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling