-17.7%
LVS vs CFG
+40.4%
-58.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.5% | +1.5% | -3.0% | -1.8% |
| 30D | -3.2% | -3.8% | +0.6% | -2.4% |
| 3M | -12.0% | +11.5% | -23.5% | -15.1% |
| 6M | -19.9% | +19.2% | -39.1% | -24.8% |
| YTD | -30.6% | +23.7% | -54.3% | -35.5% |
| 1Y | -17.7% | +38.8% | -56.6% | -26.8% |
| All | -17.7% | +40.4% | -58.1% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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