-73.8%
JBLU vs CBOE
+368.5%
-442.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.5% | +0.7% |
| 7D | -5.0% | -5.8% | +0.8% | -3.8% |
| 30D | -23.9% | -3.1% | -20.7% | -23.5% |
| 3M | -11.6% | -4.8% | -6.9% | -11.2% |
| 6M | -0.2% | -0.6% | +0.3% | -1.5% |
| YTD | -3.3% | +12.8% | -16.1% | -7.4% |
| 1Y | -15.4% | +19.8% | -35.2% | -20.3% |
| 3Y | -14.7% | +86.9% | -101.7% | -31.9% |
| 5Y | -70.0% | +136.5% | -206.6% | -78.3% |
| All | -73.8% | +368.5% | -442.3% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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