+607.3%
CEG vs LVS
+3.2%
+604.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.4% |
| 7D | +0.3% | -4.3% | +4.6% | +1.0% |
| 30D | +2.9% | -6.8% | +9.7% | +3.9% |
| 3M | +18.2% | -15.6% | +33.8% | +21.1% |
| 6M | -9.5% | -20.6% | +11.1% | -6.7% |
| YTD | -18.7% | -33.4% | +14.7% | -13.9% |
| 1Y | -10.1% | -20.1% | +10.0% | -7.9% |
| 3Y | +168.3% | -7.4% | +175.8% | +158.8% |
| All | +607.3% | +3.2% | +604.1% | +536.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling