+470.5%
LUV vs CVE
+61.8%
+408.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +4.8% | -16.1% | +20.9% | +8.0% |
| 30D | +6.5% | -10.4% | +16.9% | +8.3% |
| 3M | -4.9% | -2.4% | -2.5% | -5.2% |
| 6M | +8.1% | -4.4% | +12.5% | +7.2% |
| YTD | +9.0% | +64.9% | -56.0% | -4.6% |
| 1Y | +43.6% | +66.0% | -22.4% | +25.3% |
| 3Y | +101.4% | +57.7% | +43.7% | +74.4% |
| 5Y | -7.3% | +144.7% | -152.0% | -29.4% |
| 10Y | +24.6% | +139.2% | -114.6% | -20.9% |
| All | +470.5% | +61.8% | +408.7% | +257.8% |
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 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