+199.4%
LUV vs CBRE
+2,146.2%
-1,946.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | -1.4% |
| 7D | +3.1% | -1.5% | +4.6% | +3.5% |
| 30D | -17.4% | -4.0% | -13.4% | -16.6% |
| 3M | -4.9% | +8.0% | -12.9% | -7.0% |
| 6M | -5.7% | +4.0% | -9.7% | -6.8% |
| YTD | -5.2% | -11.5% | +6.3% | -2.4% |
| 1Y | +24.1% | -13.0% | +37.1% | +28.3% |
| 3Y | +39.6% | +66.9% | -27.3% | +20.4% |
| 5Y | -12.5% | +45.0% | -57.5% | -22.1% |
| 10Y | +12.9% | +385.0% | -372.1% | -25.7% |
| All | +199.4% | +2,146.2% | -1,946.8% | +24.6% |
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