-3.3%
LVS vs CPB
-45.3%
+42.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -3.5% | -1.8% | -1.7% | -3.5% |
| 30D | -6.2% | -7.1% | +0.8% | -6.2% |
| 3M | -14.8% | -6.0% | -8.8% | -14.8% |
| 6M | -20.9% | -5.3% | -15.6% | -20.9% |
| YTD | -33.0% | -20.8% | -12.2% | -33.1% |
| 1Y | -20.0% | -33.8% | +13.8% | -20.1% |
| 3Y | -6.9% | -43.7% | +36.8% | -7.1% |
| 5Y | +9.1% | -40.7% | +49.8% | +9.3% |
| All | -3.3% | -45.3% | +42.0% | -0.2% |
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 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