-2.7%
CEG vs LYV
+6.6%
-9.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +5.3% |
| 7D | +8.0% | -4.5% | +12.5% | +8.9% |
| 30D | +12.9% | -5.5% | +18.4% | +14.1% |
| 3M | +13.2% | +7.8% | +5.4% | +11.2% |
| 6M | -7.0% | +9.4% | -16.4% | -9.2% |
| YTD | -15.0% | +21.8% | -36.8% | -17.6% |
| 1Y | -2.7% | +6.5% | -9.2% | -8.8% |
| All | -2.7% | +6.6% | -9.3% | -8.8% |
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