+17.5%
LUV vs CCJ
+1,065.5%
-1,048.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | -1.0% | -4.0% | +3.1% | -0.3% |
| 30D | -12.4% | -2.4% | -10.0% | -12.1% |
| 3M | -11.0% | -2.3% | -8.7% | -10.9% |
| 6M | -5.0% | -16.2% | +11.2% | -3.0% |
| YTD | -3.8% | +5.7% | -9.5% | -5.9% |
| 1Y | +25.9% | +21.3% | +4.7% | +18.9% |
| 3Y | +42.2% | +159.4% | -117.2% | +13.4% |
| 5Y | -10.8% | +300.7% | -311.4% | -36.5% |
| All | +17.5% | +1,065.5% | -1,048.0% | -32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling