-80.9%
JBLU vs CF
+479.1%
-560.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +2.5% | +4.8% | -2.3% | +1.2% |
| 30D | +24.9% | +4.7% | +20.2% | +22.8% |
| 3M | -35.2% | +7.4% | -42.6% | -37.2% |
| 6M | -20.0% | +0.6% | -20.6% | -22.1% |
| YTD | -17.4% | +64.1% | -81.5% | -35.2% |
| 1Y | -13.0% | +51.4% | -64.4% | -29.9% |
| 3Y | -5.3% | +67.8% | -73.1% | -29.7% |
| 5Y | -75.2% | +114.1% | -189.3% | -85.2% |
| All | -80.9% | +479.1% | -560.0% | -92.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling