+248.0%
LUV vs CBRE
+2,001.9%
-1,753.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.8% |
| 7D | +1.1% | -1.8% | +2.9% | +1.6% |
| 30D | +14.2% | +3.3% | +10.9% | +13.2% |
| 3M | +0.6% | -12.4% | +13.0% | +4.1% |
| 6M | +15.1% | -5.4% | +20.4% | +16.5% |
| YTD | +10.2% | -17.2% | +27.4% | +15.4% |
| 1Y | +38.4% | -13.1% | +51.5% | +43.1% |
| 3Y | +107.5% | +81.6% | +25.9% | +75.1% |
| 5Y | +1.1% | +26.4% | -25.3% | -6.8% |
| 10Y | +16.0% | +381.6% | -365.6% | -23.3% |
| All | +248.0% | +2,001.9% | -1,753.9% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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