+4,013.6%
CMG vs LYV
+912.8%
+3,100.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.1% | -1.9% | -0.1% | -1.5% |
| 30D | +10.9% | -8.2% | +19.1% | +13.5% |
| 3M | +15.8% | -1.3% | +17.1% | +16.2% |
| 6M | +6.9% | +2.6% | +4.3% | +5.9% |
| YTD | -2.2% | +19.4% | -21.6% | -7.3% |
| 1Y | -7.1% | -2.2% | -4.8% | -7.4% |
| 3Y | -7.1% | +106.0% | -113.2% | -25.5% |
| 5Y | -4.8% | +97.7% | -102.5% | -24.3% |
| 10Y | +324.3% | +560.5% | -236.2% | +126.6% |
| All | +4,013.6% | +912.8% | +3,100.8% | +1,587.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling