-70.1%
JBLU vs CMS
+22.8%
-92.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -4.8% | -1.3% | -3.4% | -4.3% |
| 30D | -24.4% | -2.8% | -21.7% | -23.7% |
| 3M | -4.8% | -7.1% | +2.4% | -2.5% |
| 6M | -0.5% | -10.0% | +9.6% | +3.0% |
| YTD | -3.5% | -0.9% | -2.6% | -3.7% |
| 1Y | -13.6% | -2.0% | -11.6% | -13.3% |
| 3Y | -15.3% | +33.0% | -48.2% | -23.1% |
| 5Y | -70.1% | +24.3% | -94.4% | -73.0% |
| All | -70.1% | +22.8% | -92.9% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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