-6.5%
COF vs LYV
+26.7%
-33.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -2.3% | +1.9% | -4.3% | -2.7% |
| 30D | +4.1% | +5.5% | -1.4% | +3.1% |
| 3M | -7.7% | -1.2% | -6.5% | -7.6% |
| 6M | +8.3% | +15.3% | -6.9% | +6.3% |
| YTD | -14.9% | +27.2% | -42.1% | -16.3% |
| 1Y | -6.5% | +34.5% | -41.0% | -9.9% |
| All | -6.5% | +26.7% | -33.2% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling