-67.1%
JBLU vs CNP
+510.9%
-578.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.8% |
| 7D | -5.6% | +0.7% | -6.3% | -5.8% |
| 30D | -22.3% | -0.1% | -22.3% | -22.4% |
| 3M | -11.0% | -5.6% | -5.4% | -9.6% |
| 6M | -3.1% | -7.5% | +4.4% | -1.1% |
| YTD | -3.7% | +5.5% | -9.2% | -5.8% |
| 1Y | -14.8% | +8.3% | -23.1% | -17.4% |
| 3Y | -15.4% | +51.8% | -67.2% | -26.4% |
| 5Y | -71.4% | +69.9% | -141.3% | -76.0% |
| 10Y | -73.0% | +139.9% | -212.9% | -80.0% |
| All | -67.1% | +510.9% | -578.0% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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