+40.2%
LUV vs CCJ
+164.6%
-124.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.4% |
| 7D | -0.1% | -3.2% | +3.1% | +0.3% |
| 30D | -14.6% | -1.3% | -13.3% | -14.5% |
| 3M | -5.7% | +2.5% | -8.2% | -6.1% |
| 6M | -8.4% | -18.9% | +10.4% | -7.0% |
| YTD | -5.1% | +6.5% | -11.6% | -6.5% |
| 1Y | +26.6% | +22.8% | +3.8% | +21.7% |
| All | +40.2% | +164.6% | -124.3% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling