+70.7%
CIFR vs LUV
+4.0%
+66.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | 0.0% | -8.7% | -8.7% |
| 7D | +11.3% | +0.7% | +10.7% | +10.8% |
| 30D | +3.5% | -13.4% | +16.9% | +12.7% |
| 3M | -26.6% | -9.6% | -17.0% | -22.2% |
| 6M | +18.1% | -8.9% | +27.0% | +24.6% |
| YTD | +14.5% | -5.2% | +19.7% | +13.9% |
| 1Y | +83.3% | +27.0% | +56.3% | +49.6% |
| 3Y | +461.5% | +39.6% | +421.8% | +317.7% |
| 5Y | +29.3% | -14.4% | +43.7% | +18.6% |
| All | +70.7% | +4.0% | +66.7% | +56.1% |
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