-17.7%
LVS vs CPB
-32.6%
+14.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.2% |
| 7D | -1.5% | -8.6% | +7.1% | -1.3% |
| 30D | -3.2% | -7.2% | +4.0% | -3.1% |
| 3M | -12.0% | +0.9% | -12.9% | -12.0% |
| 6M | -19.9% | -11.8% | -8.1% | -20.4% |
| YTD | -30.6% | -19.4% | -11.2% | -31.4% |
| 1Y | -17.7% | -30.4% | +12.6% | -21.2% |
| All | -17.7% | -32.6% | +14.9% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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