+108.4%
CSCO vs JBLU
-16.1%
+124.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.5% |
| 7D | 0.0% | -5.6% | +5.6% | +0.4% |
| 30D | -10.7% | -22.3% | +11.6% | -9.1% |
| 3M | -8.7% | -11.0% | +2.2% | -8.4% |
| 6M | +44.9% | -3.1% | +48.0% | +43.7% |
| YTD | +44.1% | -3.7% | +47.9% | +42.6% |
| 1Y | +65.9% | -14.8% | +80.7% | +65.3% |
| All | +108.4% | -16.1% | +124.5% | +95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling