-77.9%
JBLU vs CLBK
+65.5%
-143.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -5.0% | -1.5% | -3.5% | -4.0% |
| 30D | -23.9% | -1.0% | -22.8% | -23.4% |
| 3M | -11.6% | +22.9% | -34.6% | -23.2% |
| 6M | -0.2% | +44.2% | -44.4% | -21.6% |
| YTD | -3.3% | +64.0% | -67.3% | -30.0% |
| 1Y | -15.4% | +65.7% | -81.1% | -39.4% |
| 3Y | -14.7% | +54.1% | -68.8% | -37.7% |
| 5Y | -70.0% | +44.7% | -114.7% | -79.6% |
| All | -77.9% | +65.5% | -143.4% | -87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling