-63.5%
JBLU vs CF
+5,948.3%
-6,011.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +1.2% |
| 7D | -3.5% | +6.0% | -9.6% | -5.0% |
| 30D | -27.2% | +14.8% | -42.0% | -30.0% |
| 3M | -4.3% | +14.1% | -18.4% | -8.4% |
| 6M | -8.3% | +28.5% | -36.8% | -17.9% |
| YTD | +1.8% | +74.9% | -73.2% | -16.6% |
| 1Y | -9.0% | +61.7% | -70.7% | -24.0% |
| 3Y | -21.9% | +80.3% | -102.2% | -38.5% |
| 5Y | -69.0% | +226.0% | -295.0% | -80.5% |
| 10Y | -70.8% | +569.9% | -640.6% | -85.3% |
| All | -63.5% | +5,948.3% | -6,011.8% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling