+763.6%
CVS vs JBLU
-60.6%
+824.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.3% |
| 7D | -1.9% | -5.6% | +3.7% | -1.1% |
| 30D | -0.3% | -22.3% | +22.0% | +3.0% |
| 3M | -1.1% | -11.0% | +9.9% | -0.3% |
| 6M | +23.7% | -3.1% | +26.8% | +22.0% |
| YTD | +23.0% | -3.7% | +26.7% | +20.7% |
| 1Y | +37.2% | -14.8% | +51.9% | +36.3% |
| 3Y | +62.4% | -15.4% | +77.9% | +48.6% |
| 5Y | +31.8% | -71.4% | +103.2% | +38.7% |
| 10Y | +41.9% | -73.0% | +114.9% | +39.6% |
| All | +763.6% | -60.6% | +824.2% | +525.5% |
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