-73.8%
JBLU vs CDW
+300.6%
-374.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.8% | -7.6% | -4.4% |
| 7D | -5.0% | +0.9% | -5.9% | -5.8% |
| 30D | -23.9% | +13.1% | -36.9% | -29.9% |
| 3M | -11.6% | +19.7% | -31.3% | -22.8% |
| 6M | -0.2% | +30.7% | -30.9% | -22.3% |
| YTD | -3.3% | +14.7% | -18.0% | -17.9% |
| 1Y | -15.4% | -5.3% | -10.1% | -18.2% |
| 3Y | -14.7% | -23.8% | +9.1% | -5.6% |
| 5Y | -70.0% | -16.8% | -53.2% | -69.2% |
| All | -73.8% | +300.6% | -374.3% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling