-50.5%
CDE vs LVS
+65.2%
-115.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.1% |
| 7D | -2.0% | -2.7% | +0.8% | -1.2% |
| 30D | +15.7% | -4.7% | +20.4% | +17.2% |
| 3M | +30.5% | -15.6% | +46.1% | +36.4% |
| 6M | -7.4% | -18.6% | +11.3% | -2.3% |
| YTD | +17.9% | -32.3% | +50.2% | +30.5% |
| 1Y | +46.7% | -18.0% | +64.7% | +52.6% |
| 3Y | +851.3% | -5.8% | +857.1% | +834.5% |
| 5Y | +202.9% | +5.7% | +197.2% | +176.4% |
| 10Y | +58.2% | 0.0% | +58.2% | +36.0% |
| All | -50.5% | +65.2% | -115.8% | -75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling