+1.3%
JBLU vs CVE
+70.2%
-69.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.5% |
| 7D | +12.9% | +0.1% | +12.9% | +12.9% |
| 30D | +11.0% | -10.8% | +21.9% | +10.8% |
| 3M | -30.8% | -4.3% | -26.5% | -31.6% |
| 6M | -19.0% | -1.5% | -17.5% | -20.4% |
| YTD | -11.6% | +70.7% | -82.4% | -29.5% |
| 1Y | -7.4% | +58.1% | -65.5% | -24.0% |
| All | +1.3% | +70.2% | -69.0% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 3y: compounded portfolio wealth divided by compounded CVE 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…
3y analysis · Full analysis span regression · 6 months rolling