-14.0%
JBLU vs CART
+39.2%
-53.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +25.8% | +0.3% | +25.5% | +25.8% |
| 30D | +4.2% | +22.4% | -18.3% | +0.3% |
| 3M | -29.1% | +15.6% | -44.7% | -31.2% |
| 6M | -21.7% | +44.9% | -66.6% | -27.3% |
| YTD | -12.1% | +30.0% | -42.1% | -17.4% |
| 1Y | -9.3% | +56.6% | -65.9% | -18.4% |
| 3Y | +3.4% | +131.9% | -128.6% | -21.6% |
| All | -14.0% | +39.2% | -53.2% | -32.6% |
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