+4,437.6%
LUV vs CMS
+457.8%
+3,979.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +0.4% | +0.4% | +0.1% | +0.3% |
| 30D | -18.4% | -3.6% | -14.8% | -17.6% |
| 3M | -3.2% | -1.9% | -1.3% | -2.8% |
| 6M | -14.8% | -11.0% | -3.9% | -12.2% |
| YTD | -2.9% | +0.2% | -3.0% | -3.3% |
| 1Y | +29.6% | -1.3% | +30.9% | +29.4% |
| 3Y | +35.2% | +35.9% | -0.7% | +22.8% |
| 5Y | -11.7% | +23.1% | -34.8% | -18.2% |
| 10Y | +21.6% | +117.9% | -96.3% | -4.8% |
| All | +4,437.6% | +457.8% | +3,979.8% | +2,319.8% |
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