+5.2%
LVS vs CAI
-9.9%
+15.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -3.5% | -2.9% | -0.6% | -3.2% |
| 30D | -6.2% | +9.3% | -15.6% | -7.0% |
| 3M | -14.8% | +35.2% | -50.1% | -17.4% |
| 6M | -20.9% | +30.7% | -51.6% | -23.3% |
| YTD | -33.0% | -9.8% | -23.3% | -33.5% |
| 1Y | -20.0% | -28.9% | +8.8% | -19.8% |
| All | +5.2% | -9.9% | +15.1% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling