-65.3%
JBLU vs CMS
+537.0%
-602.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -3.5% | +0.4% | -3.9% | -3.7% |
| 30D | -27.2% | -3.6% | -23.6% | -26.2% |
| 3M | -4.3% | -1.9% | -2.4% | -3.9% |
| 6M | -8.3% | -11.0% | +2.7% | -4.5% |
| YTD | +1.8% | +0.2% | +1.6% | +1.3% |
| 1Y | -9.0% | -1.3% | -7.7% | -9.0% |
| 3Y | -21.9% | +35.9% | -57.9% | -30.9% |
| 5Y | -69.0% | +23.1% | -92.1% | -71.9% |
| 10Y | -70.8% | +117.9% | -188.7% | -79.2% |
| All | -65.3% | +537.0% | -602.3% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling