+2,069.3%
CTAS vs JBLU
-58.4%
+2,127.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.8% | -3.5% | +1.7% | -1.2% |
| 30D | -0.2% | -27.2% | +27.0% | +5.5% |
| 3M | +11.7% | -4.3% | +16.0% | +11.4% |
| 6M | +0.7% | -8.3% | +9.0% | -0.1% |
| YTD | +7.4% | +1.8% | +5.6% | +3.5% |
| 1Y | -2.1% | -9.0% | +6.9% | -4.2% |
| 3Y | +62.9% | -21.9% | +84.9% | +46.2% |
| 5Y | +111.9% | -69.0% | +180.9% | +123.3% |
| 10Y | +652.2% | -70.8% | +723.0% | +634.3% |
| All | +2,069.3% | -58.4% | +2,127.6% | +1,344.1% |
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 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