+22.4%
CCI vs LVS
0.0%
+22.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.3% |
| 7D | -0.3% | -3.5% | +3.2% | +0.1% |
| 30D | +2.2% | -6.2% | +8.5% | +2.9% |
| 3M | -16.9% | -14.8% | -2.0% | -15.5% |
| 6M | -11.5% | -20.9% | +9.3% | -9.5% |
| YTD | -12.8% | -33.0% | +20.2% | -9.3% |
| 1Y | -17.1% | -20.0% | +2.9% | -15.7% |
| 3Y | -9.6% | -6.9% | -2.7% | -10.8% |
| 5Y | -48.9% | +9.1% | -58.0% | -51.7% |
| All | +22.4% | 0.0% | +22.4% | +13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling