-68.3%
JBLU vs CF
+5,489.8%
-5,558.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +12.9% | +10.4% | +2.6% | +10.2% |
| 30D | +11.0% | +7.6% | +3.5% | +8.4% |
| 3M | -30.8% | +5.2% | -36.0% | -32.4% |
| 6M | -19.0% | -0.1% | -18.9% | -20.9% |
| YTD | -11.6% | +61.7% | -73.3% | -26.8% |
| 1Y | -7.4% | +50.3% | -57.7% | -21.9% |
| 3Y | +3.9% | +66.0% | -62.1% | -17.0% |
| 5Y | -73.9% | +114.5% | -188.4% | -81.6% |
| 10Y | -79.1% | +471.5% | -550.6% | -89.2% |
| All | -68.3% | +5,489.8% | -5,558.0% | -92.7% |
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