-67.1%
JBLU vs CRL
+824.8%
-891.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.8% |
| 7D | -5.6% | -4.6% | -1.0% | -3.8% |
| 30D | -22.3% | +0.5% | -22.8% | -22.6% |
| 3M | -11.0% | +46.6% | -57.6% | -24.0% |
| 6M | -3.1% | +57.3% | -60.4% | -20.4% |
| YTD | -3.7% | +39.5% | -43.3% | -17.6% |
| 1Y | -14.8% | +76.9% | -91.7% | -34.3% |
| 3Y | -15.4% | +39.4% | -54.8% | -31.4% |
| 5Y | -71.4% | -37.2% | -34.2% | -69.7% |
| 10Y | -73.0% | +253.4% | -326.4% | -86.3% |
| All | -67.1% | +824.8% | -891.9% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling