-70.7%
JBLU vs CLX
-38.5%
-32.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.6% |
| 7D | -5.0% | -5.7% | +0.7% | -3.3% |
| 30D | -23.9% | -17.0% | -6.9% | -19.7% |
| 3M | -11.6% | -9.7% | -2.0% | -9.1% |
| 6M | -0.2% | -19.8% | +19.6% | +5.5% |
| YTD | -3.3% | -9.8% | +6.6% | -0.5% |
| 1Y | -15.4% | -26.2% | +10.8% | -9.0% |
| 3Y | -14.7% | -36.2% | +21.5% | -7.0% |
| All | -70.7% | -38.5% | -32.2% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 5y: compounded portfolio wealth divided by compounded CLX 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…
5y analysis · Full analysis span regression · 6 months rolling