-21.3%
LUV vs CLBK
+64.7%
-86.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.7% |
| 7D | +0.7% | -1.5% | +2.1% | +1.5% |
| 30D | -13.4% | +6.7% | -20.1% | -16.6% |
| 3M | -9.6% | +21.2% | -30.7% | -19.0% |
| 6M | -8.9% | +42.0% | -50.9% | -25.1% |
| YTD | -5.2% | +63.3% | -68.4% | -27.9% |
| 1Y | +27.0% | +65.4% | -38.3% | -4.6% |
| 3Y | +39.6% | +52.5% | -12.8% | +5.9% |
| 5Y | -14.4% | +42.0% | -56.4% | -37.7% |
| All | -21.3% | +64.7% | -86.1% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling