+40.2%
LUV vs CRL
+38.7%
+1.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +0.7% | -4.6% | +5.2% | +1.9% |
| 30D | -13.4% | +0.5% | -13.9% | -13.6% |
| 3M | -9.6% | +46.6% | -56.2% | -19.3% |
| 6M | -8.9% | +57.3% | -66.2% | -20.8% |
| YTD | -5.2% | +39.5% | -44.7% | -15.2% |
| 1Y | +27.0% | +76.9% | -49.8% | +5.3% |
| All | +40.2% | +38.7% | +1.6% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling