-11.1%
LUV vs CVE
+317.2%
-328.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.5% |
| 7D | +0.4% | +2.5% | -2.1% | 0.0% |
| 30D | -18.4% | +16.7% | -35.1% | -20.3% |
| 3M | -3.2% | +9.3% | -12.5% | -4.8% |
| 6M | -14.8% | +43.6% | -58.4% | -21.4% |
| YTD | -2.9% | +93.6% | -96.4% | -16.2% |
| 1Y | +29.6% | +98.8% | -69.2% | +10.5% |
| 3Y | +35.2% | +73.6% | -38.4% | +14.1% |
| All | -11.1% | +317.2% | -328.3% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling