-10.7%
JBLU vs CGNX
+26.3%
-37.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.4% | +2.0% | +5.8% |
| 7D | +24.3% | -10.8% | +35.1% | +27.6% |
| 30D | +2.6% | -20.0% | +22.6% | +9.2% |
| 3M | -35.1% | -24.6% | -10.5% | -30.1% |
| 6M | -22.9% | -23.1% | +0.2% | -18.1% |
| YTD | -13.4% | +40.5% | -53.9% | -21.0% |
| All | -10.7% | +26.3% | -37.0% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling