-66.1%
JBLU vs CASY
+6,947.5%
-7,013.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -1.0% |
| 7D | +1.1% | -4.4% | +5.5% | +3.2% |
| 30D | -25.5% | -12.0% | -13.5% | -21.4% |
| 3M | -5.0% | -2.3% | -2.7% | -7.5% |
| 6M | +0.7% | +10.5% | -9.9% | -8.0% |
| YTD | -0.7% | +33.0% | -33.7% | -16.9% |
| 1Y | -12.7% | +41.1% | -53.9% | -29.4% |
| 3Y | -12.7% | +207.5% | -220.2% | -52.8% |
| 5Y | -69.3% | +290.7% | -360.0% | -85.4% |
| 10Y | -73.0% | +556.5% | -629.5% | -90.3% |
| All | -66.1% | +6,947.5% | -7,013.6% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling