-18.6%
JBLU vs COPX
+22.8%
-41.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.8% | +3.8% | +0.6% |
| 7D | +14.4% | -7.5% | +21.9% | +18.5% |
| 30D | -13.4% | -18.6% | +5.2% | -5.6% |
| 3M | -45.1% | -19.0% | -26.1% | -40.4% |
| 6M | -27.9% | -9.9% | -18.0% | -26.6% |
| YTD | -23.3% | -1.8% | -21.5% | -26.4% |
| 1Y | -18.6% | +21.6% | -40.3% | -29.7% |
| All | -18.6% | +22.8% | -41.4% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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