-73.8%
JBLU vs CHRW
+183.1%
-256.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -5.0% | +3.5% | -8.4% | -6.1% |
| 30D | -23.9% | +4.6% | -28.5% | -25.1% |
| 3M | -11.6% | -19.7% | +8.1% | -6.5% |
| 6M | -0.2% | -12.4% | +12.2% | +1.7% |
| YTD | -3.3% | -3.9% | +0.6% | -5.2% |
| 1Y | -15.4% | +18.4% | -33.8% | -24.2% |
| 3Y | -14.7% | +88.8% | -103.6% | -37.9% |
| 5Y | -70.0% | +93.5% | -163.6% | -78.6% |
| All | -73.8% | +183.1% | -256.9% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling