-5.3%
LVS vs CMS
+35.9%
-41.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -3.2% | -3.6% | +0.4% | -2.6% |
| 3M | -12.0% | -1.9% | -10.1% | -11.8% |
| 6M | -19.9% | -11.0% | -8.9% | -18.1% |
| YTD | -30.6% | +0.2% | -30.8% | -31.3% |
| 1Y | -17.7% | -1.3% | -16.4% | -18.4% |
| All | -5.3% | +35.9% | -41.2% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling