-73.8%
JBLU vs CPAY
+155.2%
-228.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -5.0% | -2.0% | -3.0% | -3.7% |
| 30D | -23.9% | -0.4% | -23.5% | -23.7% |
| 3M | -11.6% | +16.4% | -28.0% | -20.7% |
| 6M | -0.2% | +23.5% | -23.7% | -14.9% |
| YTD | -3.3% | +35.7% | -38.9% | -23.8% |
| 1Y | -15.4% | +30.2% | -45.6% | -31.9% |
| 3Y | -14.7% | +49.7% | -64.5% | -36.8% |
| 5Y | -70.0% | +56.6% | -126.6% | -78.7% |
| All | -73.8% | +155.2% | -228.9% | -83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling