-73.8%
JBLU vs CP
+232.0%
-305.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | -5.0% | -2.6% | -2.4% | -3.2% |
| 30D | -23.9% | -3.7% | -20.1% | -21.8% |
| 3M | -11.6% | +0.1% | -11.8% | -12.2% |
| 6M | -0.2% | +7.8% | -8.1% | -5.8% |
| YTD | -3.3% | +21.7% | -25.0% | -16.5% |
| 1Y | -15.4% | +18.6% | -34.0% | -25.7% |
| 3Y | -14.7% | +17.5% | -32.3% | -23.7% |
| 5Y | -70.0% | +35.4% | -105.4% | -75.9% |
| All | -73.8% | +232.0% | -305.8% | -87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling