-13.6%
JBLU vs CART
+4.1%
-17.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -4.8% | -8.7% | +3.9% | -4.1% |
| 30D | -24.4% | -4.4% | -20.1% | -24.2% |
| 3M | -4.8% | +14.6% | -19.4% | -5.5% |
| 6M | -0.5% | +24.4% | -24.8% | -2.9% |
| YTD | -3.5% | +5.0% | -8.5% | -5.4% |
| 1Y | -13.6% | +0.5% | -14.1% | -19.3% |
| All | -13.6% | +4.1% | -17.7% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling