+74.7%
CSX vs JBLU
-16.3%
+91.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.8% |
| 7D | -3.4% | -3.5% | +0.2% | -3.0% |
| 30D | -3.1% | -27.2% | +24.1% | -0.1% |
| 3M | +7.2% | -4.3% | +11.5% | +6.9% |
| 6M | +16.2% | -8.3% | +24.5% | +15.6% |
| YTD | +37.5% | +1.8% | +35.8% | +34.8% |
| 1Y | +53.2% | -9.0% | +62.3% | +51.6% |
| All | +74.7% | -16.3% | +91.0% | +66.0% |
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