+6,091.8%
CRM vs LVS
+63.3%
+6,028.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -4.4% | -3.5% | -1.0% | -3.7% |
| 30D | +28.1% | -6.2% | +34.4% | +29.8% |
| 3M | +48.8% | -14.8% | +63.7% | +53.9% |
| 6M | +28.3% | -20.9% | +49.1% | +34.9% |
| YTD | -6.0% | -33.0% | +27.0% | +2.3% |
| 1Y | +1.4% | -20.0% | +21.5% | +5.4% |
| 3Y | +11.8% | -6.9% | +18.8% | +10.2% |
| 5Y | -2.0% | +9.1% | -11.1% | -9.5% |
| 10Y | +239.6% | -1.1% | +240.8% | +207.1% |
| All | +6,091.8% | +63.3% | +6,028.4% | +4,047.2% |
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