+25.9%
LUV vs CCJ
+22.0%
+3.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | -1.0% | -4.0% | +3.1% | -0.6% |
| 30D | -12.4% | -2.4% | -10.0% | -12.2% |
| 3M | -11.0% | -2.3% | -8.7% | -11.1% |
| 6M | -5.0% | -16.2% | +11.2% | -4.8% |
| YTD | -3.8% | +5.7% | -9.5% | -2.3% |
| 1Y | +25.9% | +21.3% | +4.7% | +30.1% |
| All | +25.9% | +22.0% | +3.9% | +30.1% |
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