-67.1%
JBLU vs CHD
+2,385.7%
-2,452.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | -4.8% | -4.7% | -0.1% | -3.1% |
| 30D | -24.4% | -8.3% | -16.1% | -22.0% |
| 3M | -4.8% | -4.0% | -0.7% | -3.3% |
| 6M | -0.5% | -6.5% | +6.1% | +2.0% |
| YTD | -3.5% | +13.1% | -16.6% | -7.4% |
| 1Y | -13.6% | +2.3% | -15.9% | -14.4% |
| 3Y | -15.3% | +1.8% | -17.0% | -17.7% |
| 5Y | -70.1% | +20.6% | -90.7% | -73.6% |
| 10Y | -72.9% | +125.6% | -198.5% | -84.3% |
| All | -67.1% | +2,385.7% | -2,452.7% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling