+73.9%
CTVA vs JBLU
-15.7%
+89.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -4.5% | -5.0% | +0.5% | -4.1% |
| 30D | +11.3% | -23.9% | +35.2% | +13.7% |
| 3M | +12.3% | -11.6% | +24.0% | +12.9% |
| 6M | +7.2% | -0.2% | +7.4% | +5.8% |
| YTD | +26.0% | -3.3% | +29.3% | +24.1% |
| 1Y | +16.0% | -15.4% | +31.4% | +15.5% |
| 3Y | +73.9% | -14.7% | +88.6% | +55.9% |
| All | +73.9% | -15.7% | +89.6% | +55.9% |
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