-7.8%
JBLU vs CG
+323.7%
-331.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -1.0% |
| 7D | -5.6% | -6.4% | +0.8% | -2.2% |
| 30D | -22.3% | -7.1% | -15.3% | -19.4% |
| 3M | -11.0% | -1.6% | -9.4% | -10.5% |
| 6M | -3.1% | -8.3% | +5.2% | +1.2% |
| YTD | -3.7% | -23.8% | +20.1% | +10.5% |
| 1Y | -14.8% | -28.7% | +14.0% | +1.0% |
| 3Y | -15.4% | +49.2% | -64.6% | -31.6% |
| 5Y | -71.4% | +5.5% | -76.9% | -73.5% |
| 10Y | -73.0% | +331.2% | -404.2% | -85.6% |
| All | -7.8% | +323.7% | -331.5% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling