-67.1%
JBLU vs CAG
+85.7%
-152.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +1.3% |
| 7D | -4.8% | -5.9% | +1.1% | -2.6% |
| 30D | -24.4% | -1.5% | -22.9% | -24.1% |
| 3M | -4.8% | +11.5% | -16.2% | -9.0% |
| 6M | -0.5% | -15.7% | +15.2% | +5.1% |
| YTD | -3.5% | -10.2% | +6.7% | -1.4% |
| 1Y | -13.6% | -18.1% | +4.5% | -8.6% |
| 3Y | -15.3% | -39.4% | +24.1% | -0.7% |
| 5Y | -70.1% | -42.6% | -27.5% | -64.8% |
| 10Y | -72.9% | -35.6% | -37.3% | -72.6% |
| All | -67.1% | +85.7% | -152.8% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling