-9.0%
JBLU vs CHRW
+17.2%
-26.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.2% |
| 7D | -3.5% | -1.4% | -2.1% | -3.3% |
| 30D | -27.2% | -3.5% | -23.7% | -26.7% |
| 3M | -4.3% | -19.4% | +15.1% | -2.0% |
| 6M | -8.3% | -21.4% | +13.1% | -6.0% |
| YTD | +1.8% | -7.1% | +8.9% | -0.1% |
| 1Y | -9.0% | +17.8% | -26.9% | -15.2% |
| All | -9.0% | +17.2% | -26.3% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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