+226.3%
CLSK vs LYV
+109.4%
+116.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | +7.7% | -1.9% | +9.7% | +9.2% |
| 30D | +12.2% | -8.2% | +20.4% | +19.1% |
| 3M | -15.5% | -1.3% | -14.2% | -16.3% |
| 6M | +39.3% | +2.6% | +36.7% | +33.4% |
| YTD | +35.1% | +19.4% | +15.7% | +14.1% |
| 1Y | +34.0% | -2.2% | +36.3% | +32.4% |
| 3Y | +226.3% | +106.0% | +120.2% | +77.1% |
| All | +226.3% | +109.4% | +116.9% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling