+59.2%
LUV vs CCJ
-26.2%
+85.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.2% | +8.0% | +7.1% |
| 7D | +6.8% | -14.5% | +21.3% | +9.9% |
| 30D | +10.9% | -18.1% | +29.0% | +15.0% |
| 3M | -4.2% | -23.0% | +18.8% | +0.2% |
| 6M | +22.1% | -39.4% | +61.5% | +31.4% |
| YTD | +13.8% | -21.7% | +35.5% | +18.7% |
| 1Y | +59.2% | -25.9% | +85.2% | +67.7% |
| All | +59.2% | -26.2% | +85.4% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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