-20.2%
LUV vs CLBK
+65.5%
-85.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -1.0% | -1.5% | +0.5% | -0.2% |
| 30D | -12.4% | -1.0% | -11.3% | -11.9% |
| 3M | -11.0% | +22.9% | -33.9% | -20.9% |
| 6M | -5.0% | +44.2% | -49.2% | -22.6% |
| YTD | -3.8% | +64.0% | -67.8% | -27.1% |
| 1Y | +25.9% | +65.7% | -39.8% | -5.6% |
| 3Y | +42.2% | +54.1% | -11.8% | +7.3% |
| 5Y | -10.8% | +44.7% | -55.5% | -35.9% |
| All | -20.2% | +65.5% | -85.7% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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