+540.2%
CHRW vs LYV
+1,446.2%
-906.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | +4.4% | -4.2% | +8.5% | +5.2% |
| 30D | +5.5% | -7.2% | +12.7% | +6.9% |
| 3M | -17.3% | +1.5% | -18.8% | -17.6% |
| 6M | -12.7% | +2.7% | -15.4% | -13.4% |
| YTD | -4.1% | +19.4% | -23.5% | -7.8% |
| 1Y | +21.2% | -0.5% | +21.7% | +20.2% |
| 3Y | +88.9% | +110.1% | -21.2% | +59.9% |
| 5Y | +93.1% | +97.6% | -4.5% | +60.3% |
| 10Y | +178.1% | +560.2% | -382.1% | +65.3% |
| All | +540.2% | +1,446.2% | -906.0% | +211.7% |
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