-20.0%
JBLU vs CF
-2.3%
-17.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.2% |
| 7D | +2.5% | +4.8% | -2.3% | +6.6% |
| 30D | +24.9% | +4.7% | +20.2% | +31.5% |
| 3M | -35.2% | +7.4% | -42.6% | -28.0% |
| 6M | -20.0% | +0.6% | -20.6% | -19.8% |
| All | -20.0% | -2.3% | -17.7% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling