-12.7%
JBLU vs CVE
+75.1%
-87.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -2.6% |
| 7D | +1.1% | +0.2% | +0.9% | +1.1% |
| 30D | -25.5% | +17.5% | -43.0% | -26.6% |
| 3M | -5.0% | +16.2% | -21.3% | -6.4% |
| 6M | +0.7% | +47.8% | -47.1% | -8.8% |
| YTD | -0.7% | +98.5% | -99.1% | -19.2% |
| 1Y | -12.7% | +109.8% | -122.5% | -30.8% |
| 3Y | -12.7% | +75.5% | -88.2% | -37.8% |
| All | -12.7% | +75.1% | -87.9% | -37.8% |
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