-35.8%
CCL vs LYV
+1,446.8%
-1,482.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.2% | -1.9% | -1.3% | -2.3% |
| 30D | -17.8% | -8.2% | -9.6% | -14.1% |
| 3M | -18.7% | -1.3% | -17.4% | -18.3% |
| 6M | -11.4% | +2.6% | -14.0% | -12.9% |
| YTD | -24.3% | +19.4% | -43.7% | -31.5% |
| 1Y | -28.8% | -2.2% | -26.6% | -29.3% |
| 3Y | +49.3% | +106.0% | -56.7% | +2.2% |
| 5Y | +1.6% | +97.7% | -96.1% | -27.2% |
| 10Y | -41.5% | +560.5% | -602.1% | -71.4% |
| All | -35.8% | +1,446.8% | -1,482.7% | -80.3% |
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