-54.0%
JBLU vs CYCU
-99.9%
+45.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.2% | +13.1% | +12.0% |
| 7D | +24.9% | +1.2% | +23.7% | +24.9% |
| 30D | -12.3% | -31.5% | +19.2% | -11.8% |
| 3M | -44.5% | -62.0% | +17.6% | -43.8% |
| 6M | -25.7% | -67.4% | +41.7% | -26.9% |
| YTD | -21.8% | -88.6% | +66.8% | -21.3% |
| 1Y | -12.7% | -88.5% | +75.8% | -13.3% |
| All | -54.0% | -99.9% | +45.9% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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