-42.6%
CCL vs LYV
+564.6%
-607.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.2% | -1.9% | -1.3% | -1.6% |
| 30D | -17.8% | -8.2% | -9.6% | -11.6% |
| 3M | -18.7% | -1.3% | -17.4% | -18.3% |
| 6M | -11.4% | +2.6% | -14.0% | -14.6% |
| YTD | -24.3% | +19.4% | -43.7% | -36.9% |
| 1Y | -28.8% | -2.2% | -26.6% | -30.5% |
| 3Y | +49.3% | +106.0% | -56.7% | -27.0% |
| 5Y | +1.6% | +97.7% | -96.1% | -49.7% |
| All | -42.6% | +564.6% | -607.3% | -84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling