-15.1%
JBLU vs CASY
+163.7%
-178.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -14.2% | +11.1% | +0.2% |
| 7D | -5.6% | -16.5% | +10.9% | -1.7% |
| 30D | -22.3% | -26.4% | +4.0% | -16.9% |
| 3M | -11.0% | -17.3% | +6.3% | -9.8% |
| 6M | -3.1% | -5.2% | +2.1% | -8.2% |
| YTD | -3.7% | +14.1% | -17.8% | -15.4% |
| 1Y | -14.8% | +16.6% | -31.4% | -26.0% |
| All | -15.1% | +163.7% | -178.8% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling