+6.7%
LVS vs CDW
-22.8%
+29.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.2% | +4.3% | +1.1% |
| 7D | +0.3% | -3.9% | +4.2% | +1.7% |
| 30D | -3.9% | +6.9% | -10.8% | -6.9% |
| 3M | -12.9% | +7.7% | -20.5% | -16.7% |
| 6M | -16.9% | +18.3% | -35.3% | -25.7% |
| YTD | -31.2% | +7.8% | -39.0% | -36.1% |
| 1Y | -16.4% | -12.2% | -4.2% | -14.3% |
| 3Y | -4.4% | -28.9% | +24.5% | +4.7% |
| 5Y | +6.7% | -22.8% | +29.4% | +8.2% |
| All | +6.7% | -22.8% | +29.4% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling