+65.2%
CSGP vs LUV
+22.7%
+42.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +1.3% | +4.8% | -3.5% | +0.3% |
| 30D | +10.7% | +6.5% | +4.1% | +9.1% |
| 3M | +3.3% | -4.9% | +8.1% | +4.1% |
| 6M | -10.3% | +8.1% | -18.4% | -12.5% |
| YTD | -54.6% | +9.0% | -63.6% | -56.4% |
| 1Y | -54.6% | +43.6% | -98.2% | -59.5% |
| 3Y | -60.3% | +101.4% | -161.7% | -68.9% |
| 5Y | -63.3% | -7.3% | -56.0% | -65.3% |
| All | +65.2% | +22.7% | +42.5% | +36.4% |
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