+218.3%
CB vs LUV
+18.5%
+199.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.5% | +0.7% | -1.2% | -0.7% |
| 30D | -3.1% | -13.4% | +10.4% | 0.0% |
| 3M | +4.2% | -9.6% | +13.8% | +5.8% |
| 6M | +4.7% | -8.9% | +13.6% | +5.4% |
| YTD | +8.8% | -5.2% | +14.0% | +7.5% |
| 1Y | +22.6% | +27.0% | -4.4% | +11.9% |
| 3Y | +70.6% | +39.6% | +31.0% | +44.3% |
| 5Y | +99.4% | -14.4% | +113.9% | +91.8% |
| All | +218.3% | +18.5% | +199.7% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 10y: compounded portfolio wealth divided by compounded LUV 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…
10y analysis · Full analysis span regression · 6 months rolling