-18.8%
LVS vs CNP
+8.2%
-27.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.6% |
| 7D | -2.7% | +0.7% | -3.4% | -2.6% |
| 30D | -4.7% | -0.1% | -4.6% | -4.6% |
| 3M | -15.6% | -5.6% | -10.0% | -16.0% |
| 6M | -18.6% | -7.5% | -11.2% | -18.6% |
| YTD | -32.3% | +5.5% | -37.8% | -33.4% |
| All | -18.8% | +8.2% | -27.0% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling