+4,329.9%
LUV vs CAG
+588.0%
+3,741.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +0.7% | -6.6% | +7.3% | +2.7% |
| 30D | -13.4% | +2.3% | -15.8% | -14.1% |
| 3M | -9.6% | +16.3% | -25.9% | -13.9% |
| 6M | -8.9% | -16.0% | +7.1% | -4.8% |
| YTD | -5.2% | -7.7% | +2.5% | -4.1% |
| 1Y | +27.0% | -16.0% | +43.1% | +31.9% |
| 3Y | +39.6% | -37.7% | +77.3% | +56.1% |
| 5Y | -14.4% | -41.2% | +26.8% | -3.7% |
| 10Y | +17.3% | -33.8% | +51.1% | +20.3% |
| All | +4,329.9% | +588.0% | +3,741.9% | +1,839.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling