-70.1%
JBLU vs CDW
-23.8%
-46.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -4.8% | -7.4% | +2.6% | -0.6% |
| 30D | -24.4% | +5.8% | -30.3% | -27.3% |
| 3M | -4.8% | +10.8% | -15.6% | -12.6% |
| 6M | -0.5% | +21.5% | -21.9% | -19.9% |
| YTD | -3.5% | +6.4% | -9.9% | -14.3% |
| 1Y | -13.6% | -14.8% | +1.2% | -8.9% |
| 3Y | -15.3% | -29.9% | +14.6% | -0.2% |
| 5Y | -70.1% | -22.9% | -47.2% | -68.4% |
| All | -70.1% | -23.8% | -46.3% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling