+29.6%
LUV vs CRL
+78.8%
-49.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.6% |
| 7D | +0.4% | -1.0% | +1.4% | +0.6% |
| 30D | -18.4% | +10.7% | -29.1% | -20.2% |
| 3M | -3.2% | +55.3% | -58.5% | -12.6% |
| 6M | -14.8% | +60.7% | -75.5% | -24.4% |
| YTD | -2.9% | +44.6% | -47.5% | -13.1% |
| 1Y | +29.6% | +77.7% | -48.2% | +13.3% |
| All | +29.6% | +78.8% | -49.3% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling