-70.0%
JBLU vs CF
+5,565.9%
-5,635.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.4% | -6.6% | -5.5% |
| 7D | +9.2% | +5.4% | +3.8% | +7.8% |
| 30D | +13.7% | +6.5% | +7.2% | +11.3% |
| 3M | -34.1% | +4.6% | -38.7% | -35.5% |
| 6M | -19.5% | -3.3% | -16.1% | -20.6% |
| YTD | -16.3% | +63.9% | -80.1% | -30.9% |
| 1Y | -13.4% | +50.4% | -63.9% | -27.0% |
| 3Y | -1.6% | +68.2% | -69.8% | -21.6% |
| 5Y | -74.9% | +113.8% | -188.7% | -82.3% |
| 10Y | -80.2% | +479.3% | -559.5% | -89.8% |
| All | -70.0% | +5,565.9% | -5,635.9% | -93.1% |
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