-12.3%
LUV vs CAG
-43.1%
+30.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | -1.0% | -5.7% | +4.7% | +0.1% |
| 30D | -12.4% | -2.4% | -9.9% | -12.1% |
| 3M | -11.0% | +9.8% | -20.8% | -12.7% |
| 6M | -5.0% | -10.8% | +5.9% | -3.0% |
| YTD | -3.8% | -10.8% | +7.0% | -2.5% |
| 1Y | +25.9% | -19.0% | +44.9% | +30.1% |
| 3Y | +42.2% | -39.7% | +81.9% | +54.3% |
| All | -12.3% | -43.1% | +30.8% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling