-73.8%
JBLU vs CPB
-45.3%
-28.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -5.0% | -1.8% | -3.2% | -4.9% |
| 30D | -23.9% | -7.1% | -16.8% | -23.6% |
| 3M | -11.6% | -6.0% | -5.6% | -11.4% |
| 6M | -0.2% | -5.3% | +5.0% | 0.0% |
| YTD | -3.3% | -20.8% | +17.5% | -2.2% |
| 1Y | -15.4% | -33.8% | +18.5% | -13.5% |
| 3Y | -14.7% | -43.7% | +29.0% | -12.8% |
| 5Y | -70.0% | -40.7% | -29.3% | -69.4% |
| All | -73.8% | -45.3% | -28.5% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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