-7.2%
LVS vs CFG
+360.2%
-367.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.7% |
| 7D | +5.2% | +0.3% | +4.9% | +5.0% |
| 30D | +12.0% | +3.2% | +8.8% | +10.3% |
| 3M | -11.5% | -9.7% | -1.8% | -7.6% |
| 6M | -23.2% | +3.6% | -26.9% | -25.2% |
| YTD | -36.7% | +14.7% | -51.4% | -41.3% |
| 1Y | -36.8% | +29.6% | -66.4% | -44.7% |
| 3Y | -10.5% | +190.6% | -201.1% | -48.3% |
| 5Y | +5.1% | +67.1% | -62.0% | -23.4% |
| 10Y | -14.0% | +237.0% | -251.0% | -59.3% |
| All | -7.2% | +360.2% | -367.4% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling