+41.9%
CMI vs LYV
+6.6%
+35.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +3.2% |
| 7D | -0.7% | -4.5% | +3.8% | 0.0% |
| 30D | -13.4% | -5.5% | -8.0% | -12.7% |
| 3M | -17.0% | +7.8% | -24.8% | -19.0% |
| 6M | -1.6% | +9.4% | -11.0% | -4.6% |
| YTD | +11.0% | +21.8% | -10.8% | +6.6% |
| 1Y | +41.9% | +6.5% | +35.5% | +31.0% |
| All | +41.9% | +6.6% | +35.3% | +31.0% |
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