-14.7%
JBLU vs CG
+42.2%
-56.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.4% |
| 7D | -5.0% | -9.9% | +4.9% | +2.1% |
| 30D | -23.9% | -11.7% | -12.2% | -17.3% |
| 3M | -11.6% | -4.3% | -7.4% | -9.7% |
| 6M | -0.2% | -8.8% | +8.5% | +5.6% |
| YTD | -3.3% | -26.9% | +23.6% | +18.6% |
| 1Y | -15.4% | -35.4% | +20.0% | +12.8% |
| 3Y | -14.7% | +43.0% | -57.8% | -42.6% |
| All | -14.7% | +42.2% | -56.9% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling