-18.0%
LVS vs CPB
-30.8%
+12.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.5% |
| 7D | -2.7% | -8.0% | +5.3% | -2.5% |
| 30D | -4.7% | -2.4% | -2.3% | -4.6% |
| 3M | -15.6% | +0.5% | -16.1% | -15.6% |
| 6M | -18.6% | -10.5% | -8.2% | -19.0% |
| YTD | -32.3% | -17.5% | -14.7% | -32.7% |
| 1Y | -18.0% | -31.0% | +13.0% | -22.1% |
| All | -18.0% | -30.8% | +12.8% | -22.1% |
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