+11.0%
LVS vs CNP
+76.8%
-65.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | +6.7% | -3.0% | +9.7% | +7.4% |
| 30D | +13.8% | +6.8% | +6.9% | +11.7% |
| 3M | -9.5% | +3.6% | -13.1% | -10.5% |
| 6M | -22.0% | 0.0% | -22.0% | -22.4% |
| YTD | -35.7% | +9.4% | -45.1% | -37.9% |
| 1Y | -36.7% | +6.8% | -43.5% | -38.5% |
| 3Y | -8.8% | +64.2% | -73.0% | -23.3% |
| All | +11.0% | +76.8% | -65.8% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling