-14.9%
JBLU vs CPB
-43.2%
+28.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +1.0% |
| 7D | -4.8% | -5.4% | +0.6% | -3.9% |
| 30D | -24.4% | -7.8% | -16.6% | -23.5% |
| 3M | -4.8% | -6.9% | +2.2% | -4.0% |
| 6M | -0.5% | -12.2% | +11.7% | +1.6% |
| YTD | -3.5% | -21.1% | +17.6% | +0.2% |
| 1Y | -13.6% | -33.5% | +19.9% | -6.7% |
| All | -14.9% | -43.2% | +28.3% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling