-67.1%
JBLU vs CCJ
+2,719.7%
-2,786.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.8% |
| 7D | -5.6% | +4.2% | -9.8% | -6.5% |
| 30D | -22.3% | +3.2% | -25.5% | -22.9% |
| 3M | -11.0% | -1.8% | -9.2% | -10.8% |
| 6M | -3.1% | -13.5% | +10.4% | -1.0% |
| YTD | -3.7% | +9.7% | -13.5% | -7.2% |
| 1Y | -14.8% | +30.0% | -44.8% | -22.6% |
| 3Y | -15.4% | +172.6% | -188.0% | -38.0% |
| 5Y | -71.4% | +342.9% | -414.3% | -82.1% |
| 10Y | -73.0% | +1,099.7% | -1,172.7% | -87.8% |
| All | -67.1% | +2,719.7% | -2,786.8% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling