+262.4%
LUV vs CRL
+1,339.8%
-1,077.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -1.7% |
| 7D | +3.1% | -0.6% | +3.7% | +3.3% |
| 30D | -17.4% | +5.0% | -22.4% | -18.6% |
| 3M | -4.9% | +50.6% | -55.5% | -15.5% |
| 6M | -5.7% | +60.9% | -66.6% | -18.2% |
| YTD | -5.2% | +40.7% | -45.9% | -15.2% |
| 1Y | +24.1% | +73.3% | -49.2% | +4.2% |
| 3Y | +39.6% | +40.6% | -1.0% | +19.0% |
| 5Y | -12.5% | -37.0% | +24.5% | -10.5% |
| 10Y | +12.9% | +244.3% | -231.3% | -29.6% |
| All | +262.4% | +1,339.8% | -1,077.4% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling