-3.1%
JBLU vs CPB
-11.5%
+8.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.6% | -3.2% |
| 7D | -5.6% | -8.0% | +2.4% | -4.5% |
| 30D | -22.3% | -2.4% | -19.9% | -22.2% |
| 3M | -11.0% | +0.5% | -11.5% | -11.9% |
| 6M | -3.1% | -10.5% | +7.4% | -3.7% |
| All | -3.1% | -11.5% | +8.4% | -3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling