-73.8%
JBLU vs CASY
+453.5%
-527.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +1.1% |
| 7D | -5.0% | -18.6% | +13.6% | +3.4% |
| 30D | -23.9% | -26.6% | +2.8% | -13.5% |
| 3M | -11.6% | -32.8% | +21.1% | +3.3% |
| 6M | -0.2% | -10.0% | +9.8% | -1.3% |
| YTD | -3.3% | +11.6% | -14.9% | -14.5% |
| 1Y | -15.4% | +11.5% | -26.9% | -25.4% |
| 3Y | -14.7% | +160.7% | -175.4% | -53.5% |
| 5Y | -70.0% | +232.4% | -302.4% | -86.0% |
| All | -73.8% | +453.5% | -527.3% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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