+15.8%
LUV vs CFG
+311.8%
-296.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.2% |
| 7D | -0.1% | -1.7% | +1.6% | +0.8% |
| 30D | -14.6% | -4.6% | -10.0% | -12.5% |
| 3M | -5.7% | +7.9% | -13.6% | -9.2% |
| 6M | -8.4% | +19.9% | -28.3% | -16.3% |
| YTD | -5.1% | +21.7% | -26.8% | -14.0% |
| 1Y | +26.6% | +38.4% | -11.9% | +7.5% |
| 3Y | +39.7% | +187.0% | -147.3% | -18.7% |
| 5Y | -12.0% | +99.5% | -111.5% | -40.8% |
| All | +15.8% | +311.8% | -296.0% | -42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling