-28.0%
JBLU vs CDW
+837.2%
-865.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.3% |
| 7D | -5.6% | -4.2% | -1.4% | -3.3% |
| 30D | -22.3% | +4.9% | -27.2% | -24.9% |
| 3M | -11.0% | +7.3% | -18.3% | -16.4% |
| 6M | -3.1% | +19.2% | -22.3% | -19.0% |
| YTD | -3.7% | +6.2% | -9.9% | -13.7% |
| 1Y | -14.8% | -14.0% | -0.8% | -12.7% |
| 3Y | -15.4% | -30.0% | +14.5% | -2.0% |
| 5Y | -71.4% | -23.6% | -47.8% | -68.9% |
| 10Y | -73.0% | +269.4% | -342.4% | -86.4% |
| All | -28.0% | +837.2% | -865.2% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling