+25.6%
CTAS vs JBLU
-12.5%
+38.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.9% | -9.6% | +2.0% |
| 7D | +7.6% | +24.9% | -17.3% | +7.0% |
| 30D | +17.2% | -12.3% | +29.5% | +18.9% |
| 3M | +12.8% | -44.5% | +57.2% | +17.3% |
| 6M | +38.0% | -25.7% | +63.6% | +40.4% |
| YTD | +22.7% | -21.8% | +44.5% | +23.0% |
| 1Y | +25.6% | -12.7% | +38.4% | +23.1% |
| All | +25.6% | -12.5% | +38.2% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling