+5,223.3%
LUV vs CMS
+471.9%
+4,751.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | +0.1% | -1.1% | +1.2% | +0.5% |
| 30D | +14.0% | +6.6% | +7.5% | +12.0% |
| 3M | +2.6% | +0.8% | +1.8% | +2.3% |
| 6M | +17.3% | -3.3% | +20.6% | +18.2% |
| YTD | +14.0% | +2.7% | +11.2% | +12.6% |
| 1Y | +47.9% | -4.0% | +51.9% | +48.9% |
| 3Y | +114.0% | +37.6% | +76.4% | +93.8% |
| 5Y | +3.2% | +35.4% | -32.3% | -7.0% |
| 10Y | +20.0% | +136.0% | -116.0% | -7.9% |
| All | +5,223.3% | +471.9% | +4,751.4% | +2,718.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling