-70.1%
JBLU vs CAPR
+66.0%
-136.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.2% | +0.3% |
| 7D | -4.8% | -10.6% | +5.8% | -4.6% |
| 30D | -24.4% | +111.2% | -135.6% | -25.9% |
| 3M | -4.8% | -67.2% | +62.5% | -3.8% |
| 6M | -0.5% | -75.1% | +74.7% | +1.1% |
| YTD | -3.5% | -71.2% | +67.7% | -2.5% |
| 1Y | -13.6% | +31.1% | -44.7% | -20.6% |
| 3Y | -15.3% | +31.3% | -46.6% | -29.6% |
| 5Y | -70.1% | +69.4% | -139.5% | -78.0% |
| All | -70.1% | +66.0% | -136.1% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling