-73.8%
JBLU vs CAPR
-78.4%
+4.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -5.0% | -11.0% | +6.0% | -4.6% |
| 30D | -23.9% | +99.8% | -123.6% | -25.9% |
| 3M | -11.6% | -66.6% | +54.9% | -10.7% |
| 6M | -0.2% | -75.1% | +74.8% | +1.8% |
| YTD | -3.3% | -71.0% | +67.7% | -2.1% |
| 1Y | -15.4% | +30.0% | -45.4% | -24.4% |
| 3Y | -14.7% | +29.0% | -43.7% | -27.8% |
| 5Y | -70.0% | +70.8% | -140.8% | -75.5% |
| All | -73.8% | -78.4% | +4.6% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling