-18.6%
JBLU vs CAG
-2.9%
-15.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -1.9% |
| 7D | +14.4% | +11.4% | +3.1% | +15.0% |
| 30D | -13.4% | +16.7% | -30.1% | -13.0% |
| 3M | -45.1% | +4.5% | -49.7% | -44.8% |
| 6M | -27.9% | +13.3% | -41.2% | -27.5% |
| YTD | -23.3% | -4.2% | -19.1% | -22.3% |
| 1Y | -18.6% | -2.9% | -15.7% | -19.1% |
| All | -18.6% | -2.9% | -15.8% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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