-31.8%
LVS vs CNH
+15.2%
-47.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.7% | +6.5% |
| 7D | +13.4% | +6.5% | +6.9% | +13.1% |
| 30D | +12.2% | -12.0% | +24.1% | +12.6% |
| 3M | -10.7% | +4.4% | -15.1% | -10.9% |
| 6M | -19.8% | +15.7% | -35.5% | -20.2% |
| YTD | -35.8% | +28.2% | -64.0% | -34.4% |
| 1Y | -31.8% | +14.8% | -46.6% | -31.2% |
| All | -31.8% | +15.2% | -47.0% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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