-53.0%
CELH vs LYV
-0.4%
-52.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -11.2% | -1.9% | -9.3% | -10.8% |
| 30D | -1.4% | -8.2% | +6.7% | +0.2% |
| 3M | -4.2% | -1.3% | -2.9% | -3.7% |
| 6M | -40.5% | +2.6% | -43.1% | -40.8% |
| YTD | -40.5% | +19.4% | -59.9% | -41.6% |
| 1Y | -53.0% | -2.2% | -50.8% | -54.1% |
| All | -53.0% | -0.4% | -52.6% | -54.1% |
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