+12.2%
LUV vs CVE
+149.3%
-137.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +1.1% | +5.9% | -4.8% | 0.0% |
| 30D | +14.2% | -10.9% | +25.1% | +16.3% |
| 3M | +0.6% | -4.5% | +5.1% | +0.8% |
| 6M | +15.1% | -1.0% | +16.0% | +13.4% |
| YTD | +10.2% | +74.7% | -64.5% | -5.1% |
| 1Y | +38.4% | +65.8% | -27.4% | +20.5% |
| 3Y | +107.5% | +73.2% | +34.3% | +75.2% |
| 5Y | +1.1% | +155.6% | -154.5% | -24.6% |
| All | +12.2% | +149.3% | -137.1% | -35.7% |
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