+6.7%
LVS vs CFG
+100.9%
-94.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | +0.3% | +2.7% | -2.4% | -0.7% |
| 30D | -3.9% | -3.7% | -0.2% | -2.6% |
| 3M | -12.9% | +9.5% | -22.3% | -16.2% |
| 6M | -16.9% | +22.2% | -39.2% | -23.8% |
| YTD | -31.2% | +22.3% | -53.6% | -37.1% |
| 1Y | -16.4% | +39.4% | -55.9% | -27.7% |
| 3Y | -4.4% | +188.5% | -192.9% | -40.5% |
| 5Y | +6.7% | +101.5% | -94.9% | -26.1% |
| All | +6.7% | +100.9% | -94.3% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling