-34.2%
JBLU vs CNH
+54.4%
-88.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.7% |
| 7D | -4.8% | -2.5% | -2.3% | -3.7% |
| 30D | -24.4% | +27.0% | -51.4% | -34.0% |
| 3M | -4.8% | +32.6% | -37.4% | -18.9% |
| 6M | -0.5% | +23.6% | -24.0% | -12.6% |
| YTD | -3.5% | +47.8% | -51.4% | -22.8% |
| 1Y | -13.6% | +21.3% | -34.8% | -23.8% |
| 3Y | -15.3% | +7.0% | -22.2% | -21.6% |
| 5Y | -70.1% | +10.2% | -80.3% | -73.3% |
| 10Y | -72.9% | +153.2% | -226.1% | -83.8% |
| All | -34.2% | +54.4% | -88.6% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling