-17.0%
JBLU vs CAKE
+145.1%
-162.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.7% | +7.3% | +9.7% |
| 7D | +24.9% | +9.1% | +15.8% | +20.3% |
| 30D | -12.3% | +5.8% | -18.1% | -14.7% |
| 3M | -44.5% | +9.3% | -53.8% | -47.1% |
| 6M | -25.7% | +96.1% | -121.8% | -52.0% |
| YTD | -21.8% | +131.4% | -153.2% | -54.0% |
| All | -17.0% | +145.1% | -162.2% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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