0.0%
LVS vs CFG
+308.1%
-308.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | -2.7% | -0.6% | -2.1% | -2.5% |
| 30D | -4.7% | -4.5% | -0.1% | -2.8% |
| 3M | -15.6% | +6.3% | -21.9% | -18.3% |
| 6M | -18.6% | +20.6% | -39.2% | -25.9% |
| YTD | -32.3% | +21.2% | -53.5% | -38.7% |
| 1Y | -18.0% | +38.2% | -56.2% | -30.4% |
| 3Y | -5.8% | +185.9% | -191.8% | -45.2% |
| 5Y | +5.7% | +97.0% | -91.3% | -28.6% |
| 10Y | 0.0% | +306.8% | -306.8% | -48.5% |
| All | 0.0% | +308.1% | -308.1% | -48.5% |
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 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