+7.3%
JBLU vs CAI
-9.9%
+17.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -5.0% | -2.9% | -2.1% | -4.3% |
| 30D | -23.9% | +9.3% | -33.2% | -25.5% |
| 3M | -11.6% | +35.2% | -46.9% | -18.5% |
| 6M | -0.2% | +30.7% | -30.9% | -8.5% |
| YTD | -3.3% | -9.8% | +6.5% | -4.5% |
| 1Y | -15.4% | -28.9% | +13.5% | -12.7% |
| All | +7.3% | -9.9% | +17.2% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling