-73.8%
JBLU vs CAG
-36.2%
-37.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -5.0% | -5.7% | +0.7% | -3.8% |
| 30D | -23.9% | -2.4% | -21.5% | -23.6% |
| 3M | -11.6% | +9.8% | -21.4% | -13.5% |
| 6M | -0.2% | -10.8% | +10.6% | +1.8% |
| YTD | -3.3% | -10.8% | +7.5% | -1.8% |
| 1Y | -15.4% | -19.0% | +3.6% | -12.2% |
| 3Y | -14.7% | -39.7% | +25.0% | -6.1% |
| 5Y | -70.0% | -43.0% | -27.0% | -66.8% |
| All | -73.8% | -36.2% | -37.6% | -72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling