-31.8%
LVS vs CAI
+12.6%
-44.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.1% | +5.4% | +6.4% |
| 7D | +13.4% | -6.3% | +19.7% | +14.0% |
| 30D | +12.2% | +9.3% | +2.9% | +11.1% |
| 3M | -10.7% | +106.3% | -117.1% | -17.0% |
| 6M | -19.8% | +77.7% | -97.6% | -24.5% |
| YTD | -35.8% | +23.1% | -58.9% | -38.4% |
| 1Y | -31.8% | +6.5% | -38.3% | -34.3% |
| All | -31.8% | +12.6% | -44.4% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling