-70.7%
JBLU vs CBOE
+136.7%
-207.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.5% | +0.3% |
| 7D | -5.0% | -5.8% | +0.8% | -4.8% |
| 30D | -23.9% | -3.1% | -20.7% | -23.8% |
| 3M | -11.6% | -4.8% | -6.9% | -11.5% |
| 6M | -0.2% | -0.6% | +0.3% | -0.5% |
| YTD | -3.3% | +12.8% | -16.1% | -4.0% |
| 1Y | -15.4% | +19.8% | -35.2% | -16.1% |
| 3Y | -14.7% | +86.9% | -101.7% | -25.0% |
| All | -70.7% | +136.7% | -207.4% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling