+17.3%
LUV vs CVE
+167.0%
-149.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +0.7% | +2.0% | -1.3% | +0.2% |
| 30D | -13.4% | +13.2% | -26.6% | -15.6% |
| 3M | -9.6% | +21.7% | -31.3% | -13.7% |
| 6M | -8.9% | +48.4% | -57.3% | -17.5% |
| YTD | -5.2% | +100.1% | -105.3% | -19.9% |
| 1Y | +27.0% | +107.8% | -80.8% | +5.9% |
| 3Y | +39.6% | +76.9% | -37.3% | +18.1% |
| 5Y | -14.4% | +346.2% | -360.6% | -43.1% |
| 10Y | +17.3% | +173.5% | -156.3% | -32.8% |
| All | +17.3% | +167.0% | -149.7% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling