-67.0%
JBLU vs CGNX
+1,171.6%
-1,238.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -1.3% |
| 7D | -5.0% | +3.2% | -8.1% | -6.1% |
| 30D | -23.9% | +6.0% | -29.9% | -25.8% |
| 3M | -11.6% | +3.5% | -15.2% | -13.6% |
| 6M | -0.2% | +26.3% | -26.5% | -9.0% |
| YTD | -3.3% | +79.2% | -82.5% | -25.1% |
| 1Y | -15.4% | +43.8% | -59.2% | -29.5% |
| 3Y | -14.7% | +52.0% | -66.7% | -32.6% |
| 5Y | -70.0% | -24.0% | -46.0% | -70.5% |
| 10Y | -72.9% | +189.1% | -262.0% | -85.3% |
| All | -67.0% | +1,171.6% | -1,238.6% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling