+29.6%
LUV vs CFG
+40.4%
-10.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.4% |
| 7D | +0.4% | +1.5% | -1.1% | -0.7% |
| 30D | -18.4% | -3.8% | -14.6% | -16.0% |
| 3M | -3.2% | +11.5% | -14.7% | -10.5% |
| 6M | -14.8% | +19.2% | -34.0% | -25.2% |
| YTD | -2.9% | +23.7% | -26.6% | -16.4% |
| 1Y | +29.6% | +38.8% | -9.3% | +2.1% |
| All | +29.6% | +40.4% | -10.8% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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