-70.7%
JBLU vs CRL
-37.1%
-33.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.6% |
| 7D | -5.0% | -3.5% | -1.4% | -3.6% |
| 30D | -23.9% | -2.1% | -21.7% | -23.3% |
| 3M | -11.6% | +48.0% | -59.6% | -25.5% |
| 6M | -0.2% | +64.7% | -65.0% | -20.3% |
| YTD | -3.3% | +39.5% | -42.8% | -17.9% |
| 1Y | -15.4% | +74.2% | -89.6% | -35.2% |
| 3Y | -14.7% | +39.4% | -54.1% | -33.0% |
| All | -70.7% | -37.1% | -33.6% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling