-12.7%
JBLU vs CP
+35.2%
-48.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.5% | +8.5% | +9.5% |
| 7D | +24.9% | +5.6% | +19.3% | +20.7% |
| 30D | -12.3% | +10.0% | -22.4% | -17.7% |
| 3M | -44.5% | +4.4% | -48.9% | -46.0% |
| 6M | -25.7% | +14.1% | -39.7% | -33.3% |
| YTD | -21.8% | +29.1% | -50.8% | -35.9% |
| 1Y | -12.7% | +34.6% | -47.3% | -31.7% |
| All | -12.7% | +35.2% | -48.0% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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