-70.5%
CBRS vs LVS
-19.7%
-50.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.5% | -12.6% | -3.6% |
| 7D | -18.4% | +13.4% | -31.8% | -14.5% |
| 30D | -49.4% | +12.2% | -61.6% | -46.9% |
| 3M | -59.6% | -10.7% | -48.8% | -61.6% |
| All | -70.5% | -19.7% | -50.8% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 1y: compounded portfolio wealth divided by compounded LVS 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…
1y analysis · Full analysis span regression · Available span rolling