-65.3%
JBLU vs CP
+2,892.8%
-2,958.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | -3.5% | -2.7% | -0.9% | -2.0% |
| 30D | -27.2% | +0.2% | -27.4% | -27.3% |
| 3M | -4.3% | +2.6% | -6.9% | -6.1% |
| 6M | -8.3% | +6.0% | -14.3% | -11.4% |
| YTD | +1.8% | +24.9% | -23.2% | -10.9% |
| 1Y | -9.0% | +20.1% | -29.1% | -18.6% |
| 3Y | -21.9% | +16.4% | -38.3% | -27.7% |
| 5Y | -69.0% | +31.7% | -100.7% | -73.5% |
| 10Y | -70.8% | +223.9% | -294.6% | -85.0% |
| All | -65.3% | +2,892.8% | -2,958.1% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling