+846.3%
CB vs LYV
+1,449.5%
-603.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.1% |
| 7D | -0.6% | -3.8% | +3.2% | +0.2% |
| 30D | -3.9% | -5.7% | +1.7% | -2.8% |
| 3M | +4.9% | +6.9% | -1.9% | +3.2% |
| 6M | +3.3% | +9.2% | -5.9% | +0.7% |
| YTD | +8.5% | +19.6% | -11.1% | +3.5% |
| 1Y | +22.1% | +0.6% | +21.4% | +20.5% |
| 3Y | +70.1% | +110.6% | -40.5% | +40.1% |
| 5Y | +97.4% | +96.6% | +0.8% | +59.3% |
| 10Y | +216.8% | +546.4% | -329.6% | +85.7% |
| All | +846.3% | +1,449.5% | -603.2% | +339.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 all: compounded portfolio wealth divided by compounded LYV 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…
all analysis · Full analysis span regression · 6 months rolling