-16.2%
CDNS vs LYV
+6.6%
-22.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.7% | -3.6% |
| 7D | -14.0% | -4.5% | -9.5% | -13.2% |
| 30D | -13.2% | -5.5% | -7.7% | -12.2% |
| 3M | -28.9% | +7.8% | -36.7% | -30.4% |
| 6M | -4.2% | +9.4% | -13.5% | -7.0% |
| YTD | -6.4% | +21.8% | -28.1% | -11.3% |
| 1Y | -16.2% | +6.5% | -22.7% | -20.1% |
| All | -16.2% | +6.6% | -22.8% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling