-13.4%
JBLU vs CF
+53.7%
-67.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.4% | -6.6% | -4.4% |
| 7D | +9.2% | +5.4% | +3.8% | +12.6% |
| 30D | +13.7% | +6.5% | +7.2% | +19.3% |
| 3M | -34.1% | +4.6% | -38.7% | -30.7% |
| 6M | -19.5% | -3.3% | -16.1% | -16.8% |
| YTD | -16.3% | +63.9% | -80.1% | -5.9% |
| 1Y | -13.4% | +50.4% | -63.9% | -2.8% |
| All | -13.4% | +53.7% | -67.1% | -2.8% |
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