-73.8%
JBLU vs CG
+314.7%
-388.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.2% |
| 7D | -5.0% | -9.9% | +4.9% | +1.1% |
| 30D | -23.9% | -11.7% | -12.2% | -18.2% |
| 3M | -11.6% | -4.3% | -7.4% | -9.8% |
| 6M | -0.2% | -8.8% | +8.5% | +5.0% |
| YTD | -3.3% | -26.9% | +23.6% | +15.6% |
| 1Y | -15.4% | -35.4% | +20.0% | +8.5% |
| 3Y | -14.7% | +43.0% | -57.8% | -32.3% |
| 5Y | -70.0% | +1.9% | -71.9% | -72.4% |
| All | -73.8% | +314.7% | -388.5% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling