+29.6%
LUV vs CAG
-13.1%
+42.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.4% |
| 7D | +0.4% | -3.8% | +4.2% | +0.9% |
| 30D | -18.4% | +3.1% | -21.5% | -18.8% |
| 3M | -3.2% | +23.5% | -26.7% | -5.8% |
| 6M | -14.8% | -14.8% | 0.0% | -12.4% |
| YTD | -2.9% | -5.4% | +2.6% | -3.5% |
| 1Y | +29.6% | -11.8% | +41.4% | +30.9% |
| All | +29.6% | -13.1% | +42.7% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling