+23.1%
LUV vs CRBG
+117.3%
-94.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.7% |
| 7D | -1.0% | +0.6% | -1.5% | -1.2% |
| 30D | -12.4% | +2.6% | -15.0% | -13.5% |
| 3M | -11.0% | +24.0% | -35.0% | -20.0% |
| 6M | -5.0% | +50.5% | -55.5% | -22.3% |
| YTD | -3.8% | +17.1% | -20.9% | -11.9% |
| 1Y | +25.9% | +5.9% | +20.0% | +20.3% |
| 3Y | +42.2% | +122.7% | -80.5% | -1.1% |
| All | +23.1% | +117.3% | -94.2% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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