-12.7%
JBLU vs CF
+35.9%
-48.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -4.4% | +16.3% | +9.4% |
| 7D | +24.9% | -6.9% | +31.8% | +20.7% |
| 30D | -12.3% | -3.7% | -8.6% | -13.3% |
| 3M | -44.5% | -5.0% | -39.5% | -44.7% |
| 6M | -25.7% | -10.5% | -15.2% | -26.6% |
| YTD | -21.8% | +46.5% | -68.3% | -19.5% |
| 1Y | -12.7% | +34.8% | -47.6% | -6.9% |
| All | -12.7% | +35.9% | -48.6% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling