+25.9%
LUV vs CRL
+80.5%
-54.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.0% |
| 7D | -1.0% | -3.5% | +2.6% | -0.2% |
| 30D | -12.4% | -2.1% | -10.2% | -12.0% |
| 3M | -11.0% | +48.0% | -59.0% | -18.8% |
| 6M | -5.0% | +64.7% | -69.7% | -15.5% |
| YTD | -3.8% | +39.5% | -43.3% | -13.4% |
| 1Y | +25.9% | +74.2% | -48.3% | +11.6% |
| All | +25.9% | +80.5% | -54.6% | +11.6% |
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