-49.5%
CELH vs LYV
+6.6%
-56.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.6% |
| 7D | -7.0% | -4.5% | -2.5% | -6.2% |
| 30D | +5.2% | -5.5% | +10.6% | +6.2% |
| 3M | +10.5% | +7.8% | +2.7% | +9.6% |
| 6M | -32.7% | +9.4% | -42.1% | -33.7% |
| YTD | -33.0% | +21.8% | -54.7% | -34.2% |
| 1Y | -49.5% | +6.5% | -56.0% | -52.4% |
| All | -49.5% | +6.6% | -56.2% | -52.4% |
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