-65.2%
JBLU vs CAPR
-99.1%
+33.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -2.3% |
| 7D | +1.1% | -9.5% | +10.6% | +1.3% |
| 30D | -25.5% | +121.5% | -147.1% | -27.0% |
| 3M | -5.0% | -65.4% | +60.3% | -4.4% |
| 6M | +0.7% | -67.5% | +68.2% | +1.4% |
| YTD | -0.7% | -68.6% | +67.9% | 0.0% |
| 1Y | -12.7% | +42.7% | -55.4% | -18.9% |
| 3Y | -12.7% | +43.4% | -56.1% | -20.9% |
| 5Y | -69.3% | +86.0% | -155.3% | -72.6% |
| 10Y | -73.0% | -77.4% | +4.4% | -77.3% |
| All | -65.2% | -99.1% | +33.9% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling