-73.8%
JBLU vs CF
+606.5%
-680.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.8% |
| 7D | -4.8% | -2.0% | -2.8% | -4.3% |
| 30D | -24.4% | +15.3% | -39.7% | -27.5% |
| 3M | -4.8% | +24.3% | -29.1% | -11.4% |
| 6M | -0.5% | +23.9% | -24.4% | -11.3% |
| YTD | -3.5% | +77.3% | -80.8% | -25.0% |
| 1Y | -13.6% | +58.7% | -72.3% | -30.4% |
| 3Y | -15.3% | +72.8% | -88.1% | -36.6% |
| 5Y | -70.1% | +228.8% | -298.8% | -85.0% |
| All | -73.8% | +606.5% | -680.3% | -90.1% |
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