-34.4%
JBLU vs COPX
+179.5%
-213.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -5.0% | -2.3% | -2.6% | -4.2% |
| 30D | -23.9% | +0.3% | -24.1% | -24.3% |
| 3M | -11.6% | +6.8% | -18.5% | -15.6% |
| 6M | -0.2% | +7.9% | -8.2% | -5.9% |
| YTD | -3.3% | +23.7% | -27.0% | -15.6% |
| 1Y | -15.4% | +71.5% | -86.9% | -37.1% |
| 3Y | -14.7% | +149.1% | -163.8% | -46.9% |
| 5Y | -70.0% | +167.3% | -237.4% | -82.4% |
| 10Y | -72.9% | +568.5% | -641.4% | -89.9% |
| All | -34.4% | +179.5% | -213.9% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling