-39.5%
LVS vs CPB
-25.8%
-13.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -2.1% |
| 7D | -3.9% | -5.8% | +1.9% | -3.3% |
| 30D | +7.1% | +16.5% | -9.4% | +6.3% |
| 3M | -13.2% | -1.1% | -12.1% | -13.1% |
| 6M | -22.8% | +11.5% | -34.3% | -23.2% |
| YTD | -38.0% | -15.7% | -22.3% | -38.5% |
| 1Y | -39.5% | -24.7% | -14.8% | -39.3% |
| All | -39.5% | -25.8% | -13.6% | -39.3% |
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