+40.2%
LUV vs CFG
+182.2%
-142.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.6% |
| 7D | +0.7% | -0.6% | +1.2% | +1.0% |
| 30D | -13.4% | -4.5% | -8.9% | -11.0% |
| 3M | -9.6% | +6.3% | -15.9% | -12.7% |
| 6M | -8.9% | +20.6% | -29.5% | -18.2% |
| YTD | -5.2% | +21.2% | -26.4% | -15.2% |
| 1Y | +27.0% | +38.2% | -11.1% | +5.4% |
| All | +40.2% | +182.2% | -142.0% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling