-15.1%
JBLU vs CP
+19.7%
-34.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.0% |
| 7D | -5.6% | +0.6% | -6.2% | -6.1% |
| 30D | -22.3% | -0.5% | -21.9% | -22.1% |
| 3M | -11.0% | +0.1% | -11.0% | -11.8% |
| 6M | -3.1% | +7.8% | -10.9% | -10.8% |
| YTD | -3.7% | +22.9% | -26.6% | -22.4% |
| 1Y | -14.8% | +21.3% | -36.1% | -30.7% |
| All | -15.1% | +19.7% | -34.8% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling