-30.0%
LVS vs CLBK
+66.9%
-96.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | +0.3% | +1.1% | -0.8% | -0.1% |
| 30D | -3.9% | +7.8% | -11.7% | -7.1% |
| 3M | -12.9% | +23.9% | -36.7% | -20.7% |
| 6M | -16.9% | +42.3% | -59.3% | -29.0% |
| YTD | -31.2% | +65.4% | -96.6% | -45.1% |
| 1Y | -16.4% | +70.3% | -86.7% | -34.6% |
| 3Y | -4.4% | +54.5% | -58.9% | -25.7% |
| 5Y | +6.7% | +43.1% | -36.4% | -23.0% |
| All | -30.0% | +66.9% | -96.9% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling