+33.1%
CVS vs JBLU
-70.3%
+103.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.0% | -4.8% | +2.8% | -1.7% |
| 30D | +1.9% | -24.4% | +26.4% | +3.6% |
| 3M | -2.2% | -4.8% | +2.6% | -2.2% |
| 6M | +26.7% | -0.5% | +27.2% | +25.7% |
| YTD | +22.9% | -3.5% | +26.4% | +21.9% |
| 1Y | +32.9% | -13.6% | +46.5% | +32.5% |
| 3Y | +62.3% | -15.3% | +77.5% | +54.5% |
| All | +33.1% | -70.3% | +103.4% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling