+408.5%
LUV vs CVE
+89.9%
+318.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.6% |
| 7D | +0.4% | +2.5% | -2.1% | -0.1% |
| 30D | -18.4% | +16.7% | -35.1% | -21.0% |
| 3M | -3.2% | +9.3% | -12.5% | -5.6% |
| 6M | -14.8% | +43.6% | -58.4% | -22.2% |
| YTD | -2.9% | +93.6% | -96.4% | -17.1% |
| 1Y | +29.6% | +98.8% | -69.2% | +9.6% |
| 3Y | +35.2% | +73.6% | -38.4% | +15.4% |
| 5Y | -11.7% | +312.5% | -324.2% | -39.4% |
| 10Y | +21.6% | +161.0% | -139.5% | -23.7% |
| All | +408.5% | +89.9% | +318.6% | +211.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling