+774.2%
CNC vs LVS
+67.7%
+706.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.6% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | -1.8% | -3.9% | +2.1% | -1.3% |
| 3M | -0.7% | -12.9% | +12.2% | +0.9% |
| 6M | +47.9% | -16.9% | +64.9% | +51.0% |
| YTD | +56.9% | -31.2% | +88.2% | +63.7% |
| 1Y | +123.9% | -16.4% | +140.3% | +126.8% |
| 3Y | -1.3% | -4.4% | +3.2% | -3.1% |
| 5Y | +2.8% | +6.7% | -3.9% | -3.5% |
| 10Y | +90.9% | +1.4% | +89.4% | +76.8% |
| All | +774.2% | +67.7% | +706.5% | +584.2% |
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