-12.7%
JBLU vs CAI
+12.6%
-25.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.1% | +10.8% | +11.7% |
| 7D | +24.9% | -6.3% | +31.2% | +26.5% |
| 30D | -12.3% | +9.3% | -21.6% | -14.0% |
| 3M | -44.5% | +106.3% | -150.8% | -53.8% |
| 6M | -25.7% | +77.7% | -103.4% | -36.3% |
| YTD | -21.8% | +23.1% | -44.9% | -28.2% |
| 1Y | -12.7% | +6.5% | -19.3% | -19.0% |
| All | -12.7% | +12.6% | -25.3% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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