-2.8%
JBLU vs CART
+14.3%
-17.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.0% | +3.6% | -1.3% |
| 7D | +1.1% | -4.1% | +5.2% | +1.9% |
| 30D | -25.5% | -4.3% | -21.2% | -25.0% |
| 3M | -5.0% | +13.1% | -18.2% | -7.4% |
| 6M | +0.7% | +26.0% | -25.3% | -4.8% |
| YTD | -0.7% | +6.7% | -7.4% | -3.0% |
| 1Y | -12.7% | +6.3% | -19.0% | -15.3% |
| All | -2.8% | +14.3% | -17.1% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling