+633.1%
LUV vs CCJ
+1,604.2%
-971.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.6% |
| 7D | +3.1% | +5.9% | -2.8% | +2.1% |
| 30D | -17.4% | +4.7% | -22.1% | -18.1% |
| 3M | -4.9% | -3.3% | -1.6% | -4.5% |
| 6M | -5.7% | -7.0% | +1.3% | -5.3% |
| YTD | -5.2% | +11.5% | -16.6% | -8.1% |
| 1Y | +24.1% | +32.3% | -8.1% | +15.3% |
| 3Y | +39.6% | +176.8% | -137.2% | +10.3% |
| 5Y | -12.5% | +351.8% | -364.3% | -38.7% |
| 10Y | +12.9% | +1,080.5% | -1,067.6% | -37.6% |
| All | +633.1% | +1,604.2% | -971.0% | +300.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling