-75.8%
JBLU vs CBRE
+2,105.5%
-2,181.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.4% |
| 7D | -5.6% | -1.7% | -3.9% | -5.0% |
| 30D | -22.3% | -3.0% | -19.4% | -21.5% |
| 3M | -11.0% | +2.6% | -13.6% | -11.8% |
| 6M | -3.1% | +2.0% | -5.1% | -3.6% |
| YTD | -3.7% | -13.1% | +9.4% | +1.9% |
| 1Y | -14.8% | -13.8% | -1.0% | -9.6% |
| 3Y | -15.4% | +63.9% | -79.3% | -29.8% |
| 5Y | -71.4% | +42.3% | -113.7% | -74.7% |
| 10Y | -73.0% | +401.2% | -474.2% | -84.6% |
| All | -75.8% | +2,105.5% | -2,181.2% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling