-31.8%
LVS vs CLBK
+65.7%
-97.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.9% | +5.6% | +6.3% |
| 7D | +13.4% | +4.6% | +8.8% | +12.3% |
| 30D | +12.2% | -1.5% | +13.7% | +12.6% |
| 3M | -10.7% | +4.4% | -15.1% | -12.0% |
| 6M | -19.8% | +31.7% | -51.5% | -26.3% |
| YTD | -35.8% | +58.7% | -94.5% | -44.6% |
| 1Y | -31.8% | +64.9% | -96.7% | -41.4% |
| All | -31.8% | +65.7% | -97.5% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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