-13.5%
LUV vs CCJ
+284.7%
-298.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.5% |
| 7D | -0.1% | -3.2% | +3.1% | +0.4% |
| 30D | -14.6% | -1.3% | -13.3% | -14.5% |
| 3M | -5.7% | +2.5% | -8.2% | -6.2% |
| 6M | -8.4% | -18.9% | +10.4% | -6.3% |
| YTD | -5.1% | +6.5% | -11.6% | -7.2% |
| 1Y | +26.6% | +22.8% | +3.8% | +19.6% |
| 3Y | +39.7% | +164.5% | -124.8% | +9.9% |
| All | -13.5% | +284.7% | -298.2% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling