-70.7%
JBLU vs CBRE
+43.6%
-114.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -1.2% |
| 7D | -5.0% | -5.0% | 0.0% | -1.1% |
| 30D | -23.9% | -4.7% | -19.2% | -21.3% |
| 3M | -11.6% | +6.5% | -18.2% | -16.1% |
| 6M | -0.2% | +6.1% | -6.3% | -5.2% |
| YTD | -3.3% | -12.6% | +9.3% | +6.1% |
| 1Y | -15.4% | -15.3% | -0.1% | -5.2% |
| 3Y | -14.7% | +64.6% | -79.3% | -45.2% |
| All | -70.7% | +43.6% | -114.3% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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