-67.0%
JBLU vs CAKE
+404.8%
-471.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.6% |
| 7D | -5.0% | -4.5% | -0.4% | -2.6% |
| 30D | -23.9% | -12.4% | -11.4% | -18.4% |
| 3M | -11.6% | +37.3% | -49.0% | -26.8% |
| 6M | -0.2% | +70.7% | -70.9% | -26.8% |
| YTD | -3.3% | +106.0% | -109.3% | -35.8% |
| 1Y | -15.4% | +79.7% | -95.0% | -39.8% |
| 3Y | -14.7% | +267.8% | -282.5% | -59.8% |
| 5Y | -70.0% | +159.9% | -229.9% | -83.4% |
| 10Y | -72.9% | +154.3% | -227.2% | -87.5% |
| All | -67.0% | +404.8% | -471.8% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling