-70.7%
JBLU vs CRS
+1,363.4%
-1,434.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.7% |
| 7D | -5.0% | -6.8% | +1.8% | -2.5% |
| 30D | -23.9% | -16.1% | -7.7% | -18.8% |
| 3M | -11.6% | -21.2% | +9.5% | -4.3% |
| 6M | -0.2% | +8.7% | -8.9% | -4.5% |
| YTD | -3.3% | +41.0% | -44.3% | -16.7% |
| 1Y | -15.4% | +82.7% | -98.0% | -35.3% |
| 3Y | -14.7% | +604.8% | -619.5% | -63.0% |
| All | -70.7% | +1,363.4% | -1,434.1% | -91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling