-10.9%
LVS vs CFG
+230.2%
-241.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +6.7% | +0.7% | +6.0% | +6.3% |
| 30D | +13.8% | +2.8% | +11.0% | +12.3% |
| 3M | -9.5% | -10.1% | +0.6% | -5.3% |
| 6M | -22.0% | +3.2% | -25.2% | -23.8% |
| YTD | -35.7% | +14.2% | -49.9% | -40.3% |
| 1Y | -36.7% | +27.4% | -64.1% | -44.2% |
| 3Y | -8.8% | +187.6% | -196.4% | -47.2% |
| 5Y | +9.5% | +65.7% | -56.2% | -19.8% |
| 10Y | -10.9% | +219.7% | -230.6% | -50.3% |
| All | -10.9% | +230.2% | -241.1% | -50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling