-12.7%
JBLU vs CLBK
+65.7%
-78.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.9% | +11.0% | +11.3% |
| 7D | +24.9% | +4.6% | +20.3% | +21.0% |
| 30D | -12.3% | -1.5% | -10.8% | -11.3% |
| 3M | -44.5% | +4.4% | -48.8% | -46.5% |
| 6M | -25.7% | +31.7% | -57.4% | -42.1% |
| YTD | -21.8% | +58.7% | -80.5% | -46.8% |
| 1Y | -12.7% | +64.9% | -77.6% | -42.7% |
| All | -12.7% | +65.7% | -78.5% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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