-17.7%
LVS vs CNH
+29.2%
-47.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.4% | -0.6% |
| 7D | -1.5% | +23.3% | -24.8% | -2.7% |
| 30D | -3.2% | +33.5% | -36.7% | -4.8% |
| 3M | -12.0% | +32.7% | -44.7% | -13.4% |
| 6M | -19.9% | +22.2% | -42.1% | -20.4% |
| YTD | -30.6% | +57.7% | -88.3% | -32.8% |
| 1Y | -17.7% | +28.0% | -45.7% | -18.4% |
| All | -17.7% | +29.2% | -47.0% | -18.4% |
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