+26.6%
LUV vs CMS
-0.8%
+27.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | -13.4% | -1.3% | -12.2% | -13.4% |
| 3M | -9.6% | -5.4% | -4.2% | -9.6% |
| 6M | -8.9% | -10.3% | +1.4% | -9.1% |
| YTD | -5.2% | -0.2% | -4.9% | -3.9% |
| All | +26.6% | -0.8% | +27.4% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling