+56.1%
CDE vs LVS
0.0%
+56.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +1.0% |
| 7D | -3.1% | -3.5% | +0.4% | -2.1% |
| 30D | +9.5% | -6.2% | +15.7% | +11.5% |
| 3M | +25.5% | -14.8% | +40.3% | +31.0% |
| 6M | -7.9% | -20.9% | +13.0% | -1.9% |
| YTD | +15.6% | -33.0% | +48.6% | +28.7% |
| 1Y | +34.0% | -20.0% | +54.1% | +40.6% |
| 3Y | +791.9% | -6.9% | +798.8% | +773.4% |
| 5Y | +197.7% | +9.1% | +188.6% | +167.3% |
| All | +56.1% | 0.0% | +56.1% | +34.3% |
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