+450.4%
LUV vs CG
+341.4%
+109.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.6% |
| 7D | +3.1% | -1.3% | +4.4% | +3.6% |
| 30D | -17.4% | -3.2% | -14.3% | -16.5% |
| 3M | -4.9% | +6.2% | -11.1% | -7.4% |
| 6M | -5.7% | -4.7% | -1.0% | -4.3% |
| YTD | -5.2% | -20.6% | +15.4% | +2.7% |
| 1Y | +24.1% | -26.4% | +50.5% | +37.9% |
| 3Y | +39.6% | +55.4% | -15.8% | +14.1% |
| 5Y | -12.5% | +9.8% | -22.3% | -22.1% |
| 10Y | +12.9% | +341.4% | -328.4% | -35.1% |
| All | +450.4% | +341.4% | +109.0% | +226.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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