-2.2%
LYV vs CFG
+40.1%
-42.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -1.9% | -0.4% | -1.5% | -1.9% |
| 30D | -8.2% | -4.6% | -3.6% | -7.6% |
| 3M | -1.3% | +6.7% | -7.9% | -2.4% |
| 6M | +2.6% | +22.1% | -19.5% | -0.8% |
| YTD | +19.4% | +23.2% | -3.8% | +13.5% |
| 1Y | -2.2% | +40.3% | -42.5% | -10.0% |
| All | -2.2% | +40.1% | -42.4% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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