-73.8%
JBLU vs CHD
+126.1%
-199.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -5.0% | -4.5% | -0.5% | -4.7% |
| 30D | -23.9% | -6.7% | -17.2% | -23.6% |
| 3M | -11.6% | -2.7% | -8.9% | -11.5% |
| 6M | -0.2% | -4.9% | +4.7% | 0.0% |
| YTD | -3.3% | +13.3% | -16.6% | -3.1% |
| 1Y | -15.4% | +1.0% | -16.4% | -15.3% |
| 3Y | -14.7% | +1.3% | -16.1% | -14.7% |
| 5Y | -70.0% | +20.8% | -90.9% | -70.3% |
| All | -73.8% | +126.1% | -199.9% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling