+4,266.9%
CHRW vs LUV
+569.5%
+3,697.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.5% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -3.5% | -18.4% | +14.9% | +1.7% |
| 3M | -19.4% | -3.2% | -16.2% | -19.3% |
| 6M | -21.4% | -14.8% | -6.5% | -19.0% |
| YTD | -7.1% | -2.9% | -4.3% | -8.0% |
| 1Y | +17.8% | +29.6% | -11.8% | +7.7% |
| 3Y | +78.8% | +35.2% | +43.6% | +55.7% |
| 5Y | +83.5% | -11.7% | +95.2% | +74.4% |
| 10Y | +160.2% | +21.6% | +138.7% | +107.4% |
| All | +4,266.9% | +569.5% | +3,697.4% | +1,449.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling