-67.0%
JBLU vs CRS
+4,555.5%
-4,622.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.7% |
| 7D | -5.0% | -6.8% | +1.8% | -2.3% |
| 30D | -23.9% | -16.1% | -7.7% | -18.4% |
| 3M | -11.6% | -21.2% | +9.5% | -3.8% |
| 6M | -0.2% | +8.7% | -8.9% | -4.6% |
| YTD | -3.3% | +41.0% | -44.3% | -17.6% |
| 1Y | -15.4% | +82.7% | -98.0% | -36.4% |
| 3Y | -14.7% | +604.8% | -619.5% | -65.0% |
| 5Y | -70.0% | +1,384.7% | -1,454.7% | -91.4% |
| 10Y | -72.9% | +1,362.3% | -1,435.2% | -93.0% |
| All | -67.0% | +4,555.5% | -4,622.5% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling