+1.7%
LUV vs CNH
-16.3%
+18.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -1.0% |
| 7D | +1.8% | +6.4% | -4.6% | -0.9% |
| 30D | +11.3% | -1.6% | +12.9% | +11.7% |
| 3M | +1.0% | +11.6% | -10.5% | -5.0% |
| 6M | +15.6% | +12.5% | +3.1% | +7.5% |
| YTD | +10.9% | +31.1% | -20.2% | -4.0% |
| 1Y | +38.1% | +17.0% | +21.1% | +25.2% |
| 3Y | +108.2% | +28.7% | +79.5% | +75.3% |
| 5Y | +1.7% | -17.4% | +19.2% | -1.4% |
| All | +1.7% | -16.3% | +18.0% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 5y: compounded portfolio wealth divided by compounded CNH 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…
5y analysis · Full analysis span regression · 6 months rolling