-18.1%
JBLU vs CART
+39.2%
-57.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.6% | -5.1% |
| 7D | +9.2% | +1.2% | +8.0% | +9.0% |
| 30D | +13.7% | +17.8% | -4.1% | +10.3% |
| 3M | -34.1% | +20.7% | -54.8% | -36.5% |
| 6M | -19.5% | +49.7% | -69.2% | -25.6% |
| YTD | -16.3% | +30.0% | -46.3% | -21.3% |
| 1Y | -13.4% | +48.4% | -61.8% | -21.1% |
| 3Y | -1.6% | +132.0% | -133.5% | -25.4% |
| All | -18.1% | +39.2% | -57.3% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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