-70.0%
CPNG vs LVS
-26.1%
-44.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.3% |
| 7D | -7.6% | -2.7% | -4.9% | -6.4% |
| 30D | -8.8% | -4.7% | -4.1% | -6.8% |
| 3M | -7.2% | -15.6% | +8.3% | -0.2% |
| 6M | -21.5% | -18.6% | -2.9% | -14.8% |
| YTD | -37.4% | -32.3% | -5.2% | -26.9% |
| 1Y | -54.3% | -18.0% | -36.3% | -51.9% |
| 3Y | -20.3% | -5.8% | -14.5% | -25.5% |
| 5Y | -51.2% | +5.7% | -56.9% | -61.1% |
| All | -70.0% | -26.1% | -44.0% | -72.6% |
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