-12.7%
JBLU vs CHD
+30.9%
-43.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.6% | +9.3% | +10.7% |
| 7D | +24.9% | +6.9% | +18.0% | +21.7% |
| 30D | -12.3% | +17.1% | -29.4% | -19.0% |
| 3M | -44.5% | +9.1% | -53.6% | -46.6% |
| 6M | -25.7% | +21.4% | -47.0% | -32.3% |
| YTD | -21.8% | +34.9% | -56.6% | -25.0% |
| 1Y | -12.7% | +31.0% | -43.8% | -14.3% |
| All | -12.7% | +30.9% | -43.7% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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