-15.4%
JBLU vs CP
+20.2%
-35.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -21.9% |
| 3M | -11.6% | +0.1% | -11.8% | -12.5% |
| 6M | -0.2% | +7.8% | -8.1% | -7.8% |
| YTD | -3.3% | +21.7% | -25.0% | -17.2% |
| 1Y | -15.4% | +18.6% | -34.0% | -28.2% |
| All | -15.4% | +20.2% | -35.6% | -28.2% |
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