+50.4%
LUV vs CFG
+361.3%
-310.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.9% |
| 7D | +1.1% | +3.2% | -2.1% | -0.4% |
| 30D | +14.2% | +5.1% | +9.1% | +11.6% |
| 3M | +0.6% | -11.2% | +11.9% | +6.9% |
| 6M | +15.1% | +9.6% | +5.5% | +10.3% |
| YTD | +10.2% | +15.0% | -4.8% | +3.1% |
| 1Y | +38.4% | +29.9% | +8.6% | +22.2% |
| 3Y | +107.5% | +192.1% | -84.6% | +22.3% |
| 5Y | +1.1% | +62.3% | -61.2% | -23.7% |
| 10Y | +16.0% | +219.2% | -203.1% | -39.9% |
| All | +50.4% | +361.3% | -310.9% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling