-70.7%
JBLU vs CMS
+22.4%
-93.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -5.0% | -1.9% | -3.1% | -4.3% |
| 30D | -23.9% | -4.1% | -19.8% | -22.8% |
| 3M | -11.6% | -7.1% | -4.6% | -9.5% |
| 6M | -0.2% | -10.1% | +9.8% | +3.3% |
| YTD | -3.3% | -1.7% | -1.6% | -3.2% |
| 1Y | -15.4% | -3.4% | -12.0% | -14.7% |
| 3Y | -14.7% | +31.6% | -46.3% | -22.4% |
| All | -70.7% | +22.4% | -93.1% | -73.4% |
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