+5,760.6%
CRM vs LUV
+197.3%
+5,563.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.5% |
| 7D | -4.4% | -1.0% | -3.5% | -4.1% |
| 30D | +28.1% | -12.4% | +40.5% | +33.6% |
| 3M | +48.8% | -11.0% | +59.8% | +53.6% |
| 6M | +28.3% | -5.0% | +33.2% | +27.6% |
| YTD | -6.0% | -3.8% | -2.2% | -8.8% |
| 1Y | +1.4% | +25.9% | -24.5% | -11.4% |
| 3Y | +11.8% | +42.2% | -30.4% | -11.6% |
| 5Y | -2.0% | -10.8% | +8.7% | -9.4% |
| 10Y | +239.6% | +19.0% | +220.7% | +144.4% |
| All | +5,760.6% | +197.3% | +5,563.3% | +2,209.8% |
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