+648.1%
CSGP vs LVS
+57.3%
+590.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -1.7% |
| 7D | +13.9% | +11.4% | +2.5% | +11.7% |
| 30D | +16.0% | +13.6% | +2.4% | +13.3% |
| 3M | +6.1% | -10.0% | +16.1% | +8.2% |
| 6M | -8.2% | -20.6% | +12.4% | -4.2% |
| YTD | -52.3% | -35.5% | -16.8% | -48.5% |
| 1Y | -54.5% | -32.9% | -21.6% | -51.3% |
| 3Y | -58.6% | -10.3% | -48.3% | -58.7% |
| 5Y | -61.5% | +3.1% | -64.6% | -63.6% |
| 10Y | +74.7% | -11.4% | +86.1% | +62.7% |
| All | +648.1% | +57.3% | +590.8% | +459.8% |
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