-69.3%
JBLU vs CF
+222.3%
-291.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.4% |
| 7D | +1.1% | -0.9% | +2.1% | +1.1% |
| 30D | -25.5% | +18.1% | -43.6% | -25.7% |
| 3M | -5.0% | +23.4% | -28.4% | -5.6% |
| 6M | +0.7% | +17.1% | -16.4% | -1.5% |
| YTD | -0.7% | +76.2% | -76.9% | -9.5% |
| 1Y | -12.7% | +62.3% | -75.0% | -19.4% |
| 3Y | -12.7% | +71.8% | -84.6% | -22.5% |
| 5Y | -69.3% | +234.6% | -303.8% | -81.4% |
| All | -69.3% | +222.3% | -291.5% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling