-65.7%
CLSK vs LYV
+26.7%
-92.5%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -1.1% | -15.4% | -15.9% |
| 7D | -30.7% | +1.9% | -32.7% | -31.5% |
| 30D | -53.8% | +5.5% | -59.3% | -55.1% |
| 3M | -57.9% | -1.2% | -56.7% | -57.7% |
| 6M | -57.6% | +15.3% | -72.9% | -62.7% |
| YTD | -43.9% | +27.2% | -71.1% | -55.9% |
| 1Y | -65.7% | +34.5% | -100.2% | -73.9% |
| All | -65.7% | +26.7% | -92.5% | -73.9% |
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