-7.4%
LVS vs CLBK
+52.3%
-59.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -4.3% | -1.4% | -2.9% | -4.0% |
| 30D | -6.8% | +4.5% | -11.4% | -7.9% |
| 3M | -15.6% | +22.8% | -38.4% | -19.8% |
| 6M | -20.6% | +43.4% | -64.0% | -27.5% |
| YTD | -33.4% | +64.1% | -97.5% | -41.3% |
| 1Y | -20.1% | +67.6% | -87.7% | -30.2% |
| All | -7.4% | +52.3% | -59.8% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling