+361.9%
CCI vs LYV
+1,446.8%
-1,084.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.4% |
| 7D | -0.3% | -1.9% | +1.7% | +0.2% |
| 30D | +2.2% | -8.2% | +10.4% | +4.2% |
| 3M | -16.9% | -1.3% | -15.6% | -16.8% |
| 6M | -11.5% | +2.6% | -14.1% | -12.5% |
| YTD | -12.8% | +19.4% | -32.2% | -16.7% |
| 1Y | -17.1% | -2.2% | -14.8% | -17.4% |
| 3Y | -9.6% | +106.0% | -115.7% | -25.6% |
| 5Y | -48.9% | +97.7% | -146.6% | -59.0% |
| 10Y | +23.2% | +560.5% | -537.3% | -34.1% |
| All | +361.9% | +1,446.8% | -1,084.9% | +72.4% |
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