+606.8%
LYV vs CFG
+386.5%
+220.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -5.3% | -0.6% | -4.8% | -5.1% |
| 30D | -7.9% | -4.5% | -3.4% | -6.0% |
| 3M | +4.5% | +6.3% | -1.8% | +1.0% |
| 6M | +2.5% | +20.6% | -18.1% | -6.9% |
| YTD | +19.3% | +21.2% | -1.9% | +7.2% |
| 1Y | -0.2% | +38.2% | -38.4% | -16.3% |
| 3Y | +110.0% | +185.9% | -75.9% | +18.9% |
| 5Y | +96.8% | +97.0% | -0.2% | +29.1% |
| 10Y | +559.9% | +306.8% | +253.1% | +179.2% |
| All | +606.8% | +386.5% | +220.4% | +174.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling