-9.5%
LVS vs CPB
-38.9%
+29.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +2.7% |
| 7D | -0.8% | -1.6% | +0.7% | -0.8% |
| 30D | +10.0% | +19.2% | -9.2% | +9.9% |
| 3M | -11.0% | -0.9% | -10.1% | -11.1% |
| 6M | -20.1% | +15.2% | -35.4% | -20.2% |
| YTD | -36.3% | -13.1% | -23.3% | -36.4% |
| 1Y | -36.8% | -22.4% | -14.4% | -37.0% |
| 3Y | -9.5% | -35.3% | +25.8% | -9.7% |
| 5Y | +9.3% | -33.0% | +42.3% | +9.5% |
| All | -9.5% | -38.9% | +29.4% | -14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling