+40.2%
LUV vs CPB
-40.6%
+80.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | +0.7% | -8.0% | +8.6% | +1.4% |
| 30D | -13.4% | -2.4% | -11.0% | -13.4% |
| 3M | -9.6% | +0.5% | -10.1% | -9.9% |
| 6M | -8.9% | -10.5% | +1.6% | -8.1% |
| YTD | -5.2% | -17.5% | +12.4% | -3.8% |
| 1Y | +27.0% | -31.0% | +58.1% | +31.9% |
| All | +40.2% | -40.6% | +80.8% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling