-12.7%
JBLU vs CRS
-3.8%
-8.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.6% | +13.5% | +12.5% |
| 7D | +24.9% | +4.3% | +20.6% | +23.1% |
| 30D | -12.3% | -25.5% | +13.2% | -2.8% |
| 3M | -44.5% | -48.7% | +4.3% | -30.1% |
| 6M | -25.7% | -31.6% | +6.0% | -17.6% |
| YTD | -21.8% | -7.0% | -14.7% | -18.2% |
| 1Y | -12.7% | -4.5% | -8.2% | -8.8% |
| All | -12.7% | -3.8% | -8.9% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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