-78.0%
JBLU vs CLBK
+65.6%
-143.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -4.8% | -1.4% | -3.4% | -3.9% |
| 30D | -24.4% | +4.5% | -29.0% | -26.7% |
| 3M | -4.8% | +22.8% | -27.6% | -17.2% |
| 6M | -0.5% | +43.4% | -43.9% | -21.5% |
| YTD | -3.5% | +64.1% | -67.6% | -30.2% |
| 1Y | -13.6% | +67.6% | -81.1% | -38.6% |
| 3Y | -15.3% | +53.3% | -68.5% | -37.9% |
| 5Y | -70.1% | +44.8% | -114.9% | -79.7% |
| All | -78.0% | +65.6% | -143.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling