+604.3%
CEG vs LYV
+48.1%
+556.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -4.8% | -1.9% | -2.8% | -4.2% |
| 30D | +2.3% | -8.2% | +10.5% | +4.8% |
| 3M | +15.6% | -1.3% | +16.9% | +15.7% |
| 6M | -5.0% | +2.6% | -7.6% | -6.3% |
| YTD | -19.0% | +19.4% | -38.4% | -23.6% |
| 1Y | -10.0% | -2.2% | -7.7% | -10.3% |
| 3Y | +163.9% | +106.0% | +57.9% | +116.4% |
| All | +604.3% | +48.1% | +556.2% | +491.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling