+16.0%
CTVA vs JBLU
-14.6%
+30.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -4.5% | -5.0% | +0.5% | -4.3% |
| 30D | +11.3% | -23.9% | +35.2% | +12.6% |
| 3M | +12.3% | -11.6% | +24.0% | +12.5% |
| 6M | +7.2% | -0.2% | +7.4% | +5.6% |
| YTD | +26.0% | -3.3% | +29.3% | +22.2% |
| 1Y | +16.0% | -15.4% | +31.4% | +19.8% |
| All | +16.0% | -14.6% | +30.6% | +19.8% |
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