+165.0%
CMI vs LUV
-11.9%
+176.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.8% |
| 7D | -0.7% | -1.0% | +0.2% | -0.4% |
| 30D | -12.4% | -12.4% | 0.0% | -8.7% |
| 3M | -14.8% | -11.0% | -3.8% | -11.9% |
| 6M | +0.8% | -5.0% | +5.8% | +1.4% |
| YTD | +10.2% | -3.8% | +14.0% | +9.3% |
| 1Y | +37.4% | +25.9% | +11.5% | +24.4% |
| 3Y | +153.3% | +42.2% | +111.0% | +110.1% |
| All | +165.0% | -11.9% | +176.9% | +149.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling