0.0%
LVS vs CDW
+262.5%
-262.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.8% |
| 7D | -2.7% | -4.2% | +1.5% | -0.9% |
| 30D | -4.7% | +4.9% | -9.5% | -7.3% |
| 3M | -15.6% | +7.3% | -22.9% | -19.8% |
| 6M | -18.6% | +19.2% | -37.8% | -28.6% |
| YTD | -32.3% | +6.2% | -38.4% | -37.5% |
| 1Y | -18.0% | -14.0% | -4.0% | -16.2% |
| 3Y | -5.8% | -30.0% | +24.1% | +3.9% |
| 5Y | +5.7% | -23.6% | +29.3% | +8.7% |
| 10Y | 0.0% | +269.4% | -269.4% | -34.3% |
| All | 0.0% | +262.5% | -262.5% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling