-18.6%
JBLU vs CPAY
+71.2%
-89.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.8% | -8.8% | -4.8% |
| 7D | +14.4% | +12.3% | +2.1% | +8.9% |
| 30D | -13.4% | +9.9% | -23.3% | -16.8% |
| 3M | -45.1% | +13.3% | -58.4% | -47.9% |
| 6M | -27.9% | +47.2% | -75.1% | -38.0% |
| YTD | -23.3% | +48.5% | -71.8% | -33.8% |
| 1Y | -18.6% | +70.8% | -89.5% | -31.4% |
| All | -18.6% | +71.2% | -89.9% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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