+4,394.1%
LUV vs CRS
+9,476.5%
-5,082.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +1.7% |
| 7D | -1.0% | -6.8% | +5.8% | +1.0% |
| 30D | -12.4% | -16.1% | +3.8% | -8.0% |
| 3M | -11.0% | -21.2% | +10.2% | -5.2% |
| 6M | -5.0% | +8.7% | -13.7% | -7.7% |
| YTD | -3.8% | +41.0% | -44.8% | -13.9% |
| 1Y | +25.9% | +82.7% | -56.7% | +3.0% |
| 3Y | +42.2% | +604.8% | -562.5% | -24.0% |
| 5Y | -10.8% | +1,384.7% | -1,395.5% | -63.2% |
| 10Y | +19.0% | +1,362.3% | -1,343.4% | -55.2% |
| All | +4,394.1% | +9,476.5% | -5,082.4% | +711.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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