-5.7%
LUV vs CVE
+142.8%
-148.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +4.8% | -16.1% | +20.9% | +6.7% |
| 30D | +6.5% | -10.4% | +16.9% | +7.5% |
| 3M | -4.9% | -2.4% | -2.5% | -5.4% |
| 6M | +8.1% | -4.4% | +12.5% | +7.2% |
| YTD | +9.0% | +64.9% | -56.0% | -4.4% |
| 1Y | +43.6% | +66.0% | -22.4% | +25.4% |
| 3Y | +101.4% | +57.7% | +43.7% | +70.9% |
| All | -5.7% | +142.8% | -148.5% | -27.9% |
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