-57.6%
JBLU vs CFG
+390.8%
-448.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.6% |
| 7D | +1.1% | +2.7% | -1.6% | -0.6% |
| 30D | -25.5% | -3.7% | -21.8% | -23.6% |
| 3M | -5.0% | +9.5% | -14.5% | -10.3% |
| 6M | +0.7% | +22.2% | -21.6% | -11.3% |
| YTD | -0.7% | +22.3% | -23.0% | -12.2% |
| 1Y | -12.7% | +39.4% | -52.2% | -29.1% |
| 3Y | -12.7% | +188.5% | -201.2% | -55.5% |
| 5Y | -69.3% | +101.5% | -170.8% | -80.6% |
| 10Y | -73.0% | +308.6% | -381.7% | -89.2% |
| All | -57.6% | +390.8% | -448.4% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling