+29.6%
LUV vs CAI
-31.3%
+60.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.4% |
| 7D | +0.4% | -2.2% | +2.6% | +0.6% |
| 30D | -18.4% | +52.4% | -70.8% | -22.3% |
| 3M | -3.2% | +45.1% | -48.3% | -7.4% |
| 6M | -14.8% | +26.2% | -41.1% | -18.2% |
| YTD | -2.9% | -7.1% | +4.2% | -7.9% |
| 1Y | +29.6% | -31.0% | +60.6% | +24.4% |
| All | +29.6% | -31.3% | +60.8% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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