+289.9%
CCJ vs LYV
+1,446.8%
-1,156.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.0% | -1.9% | -2.1% | -3.5% |
| 30D | -2.4% | -8.2% | +5.8% | +0.1% |
| 3M | -2.3% | -1.3% | -1.0% | -2.2% |
| 6M | -16.2% | +2.6% | -18.8% | -17.1% |
| YTD | +5.7% | +19.4% | -13.7% | -0.1% |
| 1Y | +21.3% | -2.2% | +23.5% | +21.0% |
| 3Y | +159.4% | +106.0% | +53.3% | +106.0% |
| 5Y | +300.7% | +97.7% | +203.0% | +214.8% |
| 10Y | +1,055.2% | +560.5% | +494.7% | +492.7% |
| All | +289.9% | +1,446.8% | -1,156.9% | +41.3% |
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