-12.7%
JBLU vs CRL
+85.3%
-98.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -7.3% | +19.2% | +13.6% |
| 7D | +24.9% | -12.8% | +37.7% | +28.9% |
| 30D | -12.3% | +5.0% | -17.3% | -14.8% |
| 3M | -44.5% | +39.4% | -83.8% | -51.3% |
| 6M | -25.7% | +89.4% | -115.0% | -41.8% |
| YTD | -21.8% | +63.6% | -85.3% | -36.8% |
| 1Y | -12.7% | +83.5% | -96.2% | -30.7% |
| All | -12.7% | +85.3% | -98.1% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling