-71.8%
JBLU vs CMS
+560.2%
-632.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.9% |
| 7D | +2.5% | +1.7% | +0.7% | +1.8% |
| 30D | +24.9% | +6.2% | +18.7% | +21.9% |
| 3M | -35.2% | +0.6% | -35.8% | -35.5% |
| 6M | -20.0% | -1.8% | -18.2% | -19.9% |
| YTD | -17.4% | +3.8% | -21.2% | -19.1% |
| 1Y | -13.0% | -1.8% | -11.2% | -13.0% |
| 3Y | -5.3% | +39.8% | -45.1% | -17.1% |
| 5Y | -75.2% | +37.1% | -112.3% | -78.5% |
| 10Y | -80.5% | +138.6% | -219.1% | -86.6% |
| All | -71.8% | +560.2% | -632.0% | -90.4% |
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 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