-31.8%
LVS vs CLBK
+65.5%
-97.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -3.5% | -1.5% | -2.0% | -2.9% |
| 30D | -6.2% | -1.0% | -5.2% | -5.9% |
| 3M | -14.8% | +22.9% | -37.7% | -22.3% |
| 6M | -20.9% | +44.2% | -65.1% | -32.7% |
| YTD | -33.0% | +64.0% | -97.0% | -46.4% |
| 1Y | -20.0% | +65.7% | -85.7% | -36.6% |
| 3Y | -6.9% | +54.1% | -61.0% | -27.6% |
| 5Y | +9.1% | +44.7% | -35.6% | -22.2% |
| All | -31.8% | +65.5% | -97.3% | -55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling