-36.7%
LVS vs CFG
+28.5%
-65.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +6.7% | +0.7% | +6.0% | +6.5% |
| 30D | +13.8% | +2.8% | +11.0% | +13.0% |
| 3M | -9.5% | -10.1% | +0.6% | -7.6% |
| 6M | -22.0% | +3.2% | -25.2% | -23.5% |
| YTD | -35.7% | +14.2% | -49.9% | -39.0% |
| 1Y | -36.7% | +27.4% | -64.1% | -41.9% |
| All | -36.7% | +28.5% | -65.1% | -41.9% |
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