+56.1%
CDE vs LYV
+564.6%
-508.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | -3.1% | -1.9% | -1.2% | -2.5% |
| 30D | +9.5% | -8.2% | +17.7% | +12.3% |
| 3M | +25.5% | -1.3% | +26.8% | +26.1% |
| 6M | -7.9% | +2.6% | -10.5% | -8.3% |
| YTD | +15.6% | +19.4% | -3.9% | +10.3% |
| 1Y | +34.0% | -2.2% | +36.3% | +34.4% |
| 3Y | +791.9% | +106.0% | +685.9% | +626.2% |
| 5Y | +197.7% | +97.7% | +100.1% | +138.8% |
| All | +56.1% | +564.6% | -508.6% | -15.9% |
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