+40.2%
LUV vs CDW
-30.2%
+70.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | +0.7% | -4.2% | +4.9% | +1.8% |
| 30D | -13.4% | +4.9% | -18.3% | -14.9% |
| 3M | -9.6% | +7.3% | -16.9% | -12.5% |
| 6M | -8.9% | +19.2% | -28.1% | -18.1% |
| YTD | -5.2% | +6.2% | -11.3% | -10.3% |
| 1Y | +27.0% | -14.0% | +41.1% | +32.2% |
| All | +40.2% | -30.2% | +70.5% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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