+1,012.9%
CSCO vs JBLU
-59.3%
+1,072.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.4% |
| 7D | -0.5% | +1.1% | -1.6% | -0.7% |
| 30D | -10.1% | -25.5% | +15.4% | -5.5% |
| 3M | -11.7% | -5.0% | -6.7% | -11.9% |
| 6M | +40.1% | +0.7% | +39.4% | +36.7% |
| YTD | +43.8% | -0.7% | +44.4% | +39.5% |
| 1Y | +66.6% | -12.7% | +79.4% | +64.5% |
| 3Y | +108.5% | -12.7% | +121.3% | +85.3% |
| 5Y | +114.0% | -69.3% | +183.2% | +126.0% |
| 10Y | +366.8% | -73.0% | +439.8% | +359.1% |
| All | +1,012.9% | -59.3% | +1,072.2% | +647.2% |
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 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