-20.1%
LVS vs CFG
+37.9%
-58.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -4.3% | -1.7% | -2.6% | -3.9% |
| 30D | -6.8% | -4.6% | -2.2% | -5.9% |
| 3M | -15.6% | +7.9% | -23.5% | -17.9% |
| 6M | -20.6% | +19.9% | -40.5% | -25.5% |
| YTD | -33.4% | +21.7% | -55.1% | -37.7% |
| 1Y | -20.1% | +38.4% | -58.6% | -27.9% |
| All | -20.1% | +37.9% | -58.0% | -27.9% |
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