-26.9%
JBLU vs CVE
+67.5%
-94.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.1% |
| 7D | +12.9% | +0.1% | +12.9% | +12.9% |
| 30D | +11.0% | -10.8% | +21.9% | +13.1% |
| 3M | -30.8% | -4.3% | -26.5% | -31.1% |
| 6M | -19.0% | -1.5% | -17.5% | -21.2% |
| YTD | -11.6% | +70.7% | -82.4% | -27.5% |
| 1Y | -7.4% | +58.1% | -65.5% | -22.5% |
| 3Y | +3.9% | +69.8% | -66.0% | -16.5% |
| 5Y | -73.9% | +148.9% | -222.8% | -82.1% |
| 10Y | -79.1% | +143.5% | -222.7% | -89.0% |
| All | -26.9% | +67.5% | -94.4% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling