-31.8%
LVS vs CFG
+34.2%
-66.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.4% | +4.1% | +5.8% |
| 7D | +13.4% | +1.8% | +11.6% | +12.9% |
| 30D | +12.2% | +3.3% | +8.9% | +11.2% |
| 3M | -10.7% | -9.8% | -0.9% | -8.8% |
| 6M | -19.8% | +5.2% | -25.0% | -21.9% |
| YTD | -35.8% | +16.1% | -51.9% | -39.7% |
| 1Y | -31.8% | +33.7% | -65.5% | -39.5% |
| All | -31.8% | +34.2% | -66.0% | -39.5% |
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