+1,325.8%
CRWD vs JBLU
-77.0%
+1,402.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -3.0% | -5.0% | +2.0% | -2.5% |
| 30D | -6.8% | -23.9% | +17.1% | -4.2% |
| 3M | +19.6% | -11.6% | +31.2% | +20.5% |
| 6M | +87.1% | -0.2% | +87.3% | +84.5% |
| YTD | +76.4% | -3.3% | +79.7% | +73.2% |
| 1Y | +90.8% | -15.4% | +106.2% | +89.6% |
| 3Y | +380.0% | -14.7% | +394.7% | +340.5% |
| 5Y | +215.6% | -70.0% | +285.7% | +220.1% |
| All | +1,325.8% | -77.0% | +1,402.8% | +1,661.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling