-15.8%
JBLU vs CVE
+89.9%
-105.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | -3.5% | +2.5% | -6.0% | -4.2% |
| 30D | -27.2% | +16.7% | -43.9% | -30.3% |
| 3M | -4.3% | +9.3% | -13.6% | -7.8% |
| 6M | -8.3% | +43.6% | -51.9% | -19.3% |
| YTD | +1.8% | +93.6% | -91.8% | -18.1% |
| 1Y | -9.0% | +98.8% | -107.8% | -27.6% |
| 3Y | -21.9% | +73.6% | -95.5% | -36.9% |
| 5Y | -69.0% | +312.5% | -381.5% | -81.4% |
| 10Y | -70.8% | +161.0% | -231.8% | -84.7% |
| All | -15.8% | +89.9% | -105.7% | -58.2% |
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 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