-15.4%
JBLU vs CF
+55.7%
-71.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | -0.5% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | -23.9% | +11.5% | -35.3% | -19.6% |
| 3M | -11.6% | +25.5% | -37.2% | -0.8% |
| 6M | -0.2% | +11.8% | -12.0% | +7.6% |
| YTD | -3.3% | +74.6% | -77.9% | -1.4% |
| 1Y | -15.4% | +57.7% | -73.1% | -10.8% |
| All | -15.4% | +55.7% | -71.1% | -10.8% |
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