-66.1%
JBLU vs CPB
+63.4%
-129.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.9% |
| 7D | +1.1% | -8.2% | +9.3% | +3.6% |
| 30D | -25.5% | -5.6% | -19.9% | -24.4% |
| 3M | -5.0% | +3.0% | -8.0% | -6.4% |
| 6M | +0.7% | -12.7% | +13.4% | +4.0% |
| YTD | -0.7% | -18.0% | +17.3% | +4.0% |
| 1Y | -12.7% | -31.7% | +19.0% | -3.4% |
| 3Y | -12.7% | -41.0% | +28.2% | -0.8% |
| 5Y | -69.3% | -38.4% | -30.9% | -66.4% |
| 10Y | -73.0% | -45.0% | -28.1% | -71.8% |
| All | -66.1% | +63.4% | -129.5% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling