-17.0%
JBLU vs CNI
+37.3%
-54.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.1% | +9.8% | +10.6% |
| 7D | +24.9% | +3.7% | +21.2% | +22.4% |
| 30D | -12.3% | +8.1% | -20.4% | -16.0% |
| 3M | -44.5% | +1.9% | -46.3% | -45.0% |
| 6M | -25.7% | +19.2% | -44.9% | -34.1% |
| YTD | -21.8% | +32.7% | -54.5% | -35.8% |
| All | -17.0% | +37.3% | -54.3% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling