-73.8%
JBLU vs CNH
+158.6%
-232.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | -5.0% | -5.7% | +0.7% | -1.9% |
| 30D | -23.9% | +26.6% | -50.4% | -34.4% |
| 3M | -11.6% | +31.1% | -42.7% | -25.8% |
| 6M | -0.2% | +24.9% | -25.1% | -14.5% |
| YTD | -3.3% | +48.7% | -52.0% | -25.2% |
| 1Y | -15.4% | +22.2% | -37.6% | -27.0% |
| 3Y | -14.7% | +7.4% | -22.2% | -22.5% |
| 5Y | -70.0% | +10.8% | -80.9% | -74.2% |
| All | -73.8% | +158.6% | -232.4% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling