-70.7%
JBLU vs CCJ
+281.7%
-352.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -5.0% | -4.0% | -0.9% | -4.3% |
| 30D | -23.9% | -2.4% | -21.5% | -23.6% |
| 3M | -11.6% | -2.3% | -9.3% | -11.5% |
| 6M | -0.2% | -16.2% | +16.0% | +1.9% |
| YTD | -3.3% | +5.7% | -9.0% | -5.3% |
| 1Y | -15.4% | +21.3% | -36.6% | -20.6% |
| 3Y | -14.7% | +159.4% | -174.1% | -35.2% |
| All | -70.7% | +281.7% | -352.5% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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