+17.5%
LUV vs CPAY
+155.2%
-137.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -1.0% | -2.0% | +1.0% | 0.0% |
| 30D | -12.4% | -0.4% | -12.0% | -12.3% |
| 3M | -11.0% | +16.4% | -27.3% | -17.9% |
| 6M | -5.0% | +23.5% | -28.5% | -15.6% |
| YTD | -3.8% | +35.7% | -39.4% | -19.3% |
| 1Y | +25.9% | +30.2% | -4.3% | +7.5% |
| 3Y | +42.2% | +49.7% | -7.5% | +10.9% |
| 5Y | -10.8% | +56.6% | -67.3% | -33.5% |
| All | +17.5% | +155.2% | -137.7% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling