-36.7%
LVS vs CMS
-0.8%
-35.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | +6.7% | +0.5% | +6.2% | +6.7% |
| 30D | +13.8% | +7.4% | +6.4% | +14.0% |
| 3M | -9.5% | +1.9% | -11.3% | -9.5% |
| 6M | -22.0% | -2.3% | -19.7% | -22.0% |
| YTD | -35.7% | +3.0% | -38.6% | -37.5% |
| 1Y | -36.7% | -2.8% | -33.9% | -37.6% |
| All | -36.7% | -0.8% | -35.9% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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