-70.1%
JBLU vs CFG
+96.1%
-166.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | -0.1% |
| 7D | -4.8% | -1.7% | -3.1% | -3.5% |
| 30D | -24.4% | -4.6% | -19.8% | -21.5% |
| 3M | -4.8% | +7.9% | -12.7% | -10.0% |
| 6M | -0.5% | +19.9% | -20.3% | -12.9% |
| YTD | -3.5% | +21.7% | -25.2% | -16.2% |
| 1Y | -13.6% | +38.4% | -52.0% | -31.8% |
| 3Y | -15.3% | +187.0% | -202.3% | -60.4% |
| 5Y | -70.1% | +99.5% | -169.6% | -81.9% |
| All | -70.1% | +96.1% | -166.2% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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