+219.9%
CTVA vs JBLU
-75.2%
+295.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.9% |
| 7D | -5.8% | -5.6% | -0.2% | -5.0% |
| 30D | +11.1% | -22.3% | +33.4% | +15.0% |
| 3M | +13.2% | -11.0% | +24.2% | +14.1% |
| 6M | +8.7% | -3.1% | +11.8% | +6.9% |
| YTD | +27.3% | -3.7% | +31.0% | +24.2% |
| 1Y | +18.0% | -14.8% | +32.8% | +17.0% |
| 3Y | +76.5% | -15.4% | +91.9% | +58.5% |
| 5Y | +105.1% | -71.4% | +176.5% | +121.8% |
| All | +219.9% | -75.2% | +295.1% | +293.9% |
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 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