-2.2%
LVS vs CNP
+141.0%
-143.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | -2.7% | +0.7% | -3.4% | -3.0% |
| 30D | -4.7% | -0.1% | -4.6% | -4.8% |
| 3M | -15.6% | -5.6% | -10.0% | -13.8% |
| 6M | -18.6% | -7.5% | -11.2% | -16.6% |
| YTD | -32.3% | +5.5% | -37.8% | -34.5% |
| 1Y | -18.0% | +8.3% | -26.4% | -21.7% |
| 3Y | -5.8% | +51.8% | -57.6% | -23.5% |
| 5Y | +5.7% | +69.9% | -64.1% | -20.0% |
| All | -2.2% | +141.0% | -143.2% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling