+178.3%
CHRW vs LYV
+564.6%
-386.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.5% | -1.9% | +5.4% | +3.8% |
| 30D | +4.6% | -8.2% | +12.8% | +5.8% |
| 3M | -19.7% | -1.3% | -18.4% | -19.7% |
| 6M | -12.4% | +2.6% | -15.0% | -12.9% |
| YTD | -3.9% | +19.4% | -23.3% | -6.5% |
| 1Y | +18.4% | -2.2% | +20.6% | +18.1% |
| 3Y | +88.8% | +106.0% | -17.2% | +68.4% |
| 5Y | +93.5% | +97.7% | -4.1% | +69.7% |
| All | +178.3% | +564.6% | -386.3% | +91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling