+322.0%
CMG vs LUV
+20.2%
+301.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -2.1% | -1.0% | -1.1% | -1.8% |
| 30D | +10.9% | -12.4% | +23.3% | +14.7% |
| 3M | +15.8% | -11.0% | +26.8% | +18.8% |
| 6M | +6.9% | -5.0% | +11.9% | +7.3% |
| YTD | -2.2% | -3.8% | +1.6% | -2.8% |
| 1Y | -7.1% | +25.9% | -33.0% | -14.4% |
| 3Y | -7.1% | +42.2% | -49.4% | -20.0% |
| 5Y | -4.8% | -10.8% | +6.0% | -8.0% |
| All | +322.0% | +20.2% | +301.8% | +239.3% |
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