-67.0%
JBLU vs CNI
+2,293.9%
-2,360.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.4% |
| 7D | -5.0% | -0.4% | -4.6% | -4.7% |
| 30D | -23.9% | -2.7% | -21.2% | -22.4% |
| 3M | -11.6% | +3.9% | -15.6% | -14.4% |
| 6M | -0.2% | +16.4% | -16.6% | -10.8% |
| YTD | -3.3% | +25.8% | -29.1% | -18.6% |
| 1Y | -15.4% | +32.4% | -47.8% | -31.5% |
| 3Y | -14.7% | +19.1% | -33.8% | -24.6% |
| 5Y | -70.0% | +13.6% | -83.6% | -72.8% |
| 10Y | -72.9% | +136.8% | -209.7% | -85.5% |
| All | -67.0% | +2,293.9% | -2,360.9% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling