-7.1%
CMG vs LUV
+40.8%
-47.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -2.1% | -1.0% | -1.1% | -1.9% |
| 30D | +10.9% | -12.4% | +23.3% | +14.1% |
| 3M | +15.8% | -11.0% | +26.8% | +18.2% |
| 6M | +6.9% | -5.0% | +11.9% | +7.0% |
| YTD | -2.2% | -3.8% | +1.6% | -2.5% |
| 1Y | -7.1% | +25.9% | -33.0% | -12.9% |
| 3Y | -7.1% | +42.2% | -49.4% | -14.7% |
| All | -7.1% | +40.8% | -47.9% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling