-67.1%
JBLU vs CHRW
+1,317.5%
-1,384.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -5.6% | +4.1% | -9.7% | -7.5% |
| 30D | -22.3% | +1.9% | -24.2% | -23.2% |
| 3M | -11.0% | -21.2% | +10.2% | -2.9% |
| 6M | -3.1% | -16.7% | +13.6% | +2.1% |
| YTD | -3.7% | -5.4% | +1.6% | -5.5% |
| 1Y | -14.8% | +21.2% | -36.0% | -27.4% |
| 3Y | -15.4% | +86.5% | -101.9% | -44.7% |
| 5Y | -71.4% | +93.0% | -164.4% | -82.2% |
| 10Y | -73.0% | +174.5% | -247.5% | -87.2% |
| All | -67.1% | +1,317.5% | -1,384.6% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling