+216.7%
CTVA vs JBLU
-75.1%
+291.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -4.5% | -5.0% | +0.5% | -3.8% |
| 30D | +11.3% | -23.9% | +35.2% | +15.6% |
| 3M | +12.3% | -11.6% | +24.0% | +13.4% |
| 6M | +7.2% | -0.2% | +7.4% | +4.9% |
| YTD | +26.0% | -3.3% | +29.3% | +22.9% |
| 1Y | +16.0% | -15.4% | +31.4% | +15.2% |
| 3Y | +73.9% | -14.7% | +88.6% | +56.0% |
| 5Y | +103.8% | -70.0% | +173.8% | +118.2% |
| All | +216.7% | -75.1% | +291.8% | +289.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling