+3,831.7%
CMI vs LYV
+1,446.8%
+2,384.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.7% | -1.9% | +1.2% | -0.1% |
| 30D | -12.4% | -8.2% | -4.2% | -10.0% |
| 3M | -14.8% | -1.3% | -13.5% | -14.8% |
| 6M | +0.8% | +2.6% | -1.8% | -0.7% |
| YTD | +10.2% | +19.4% | -9.2% | +3.1% |
| 1Y | +37.4% | -2.2% | +39.7% | +36.3% |
| 3Y | +153.3% | +106.0% | +47.2% | +94.2% |
| 5Y | +167.6% | +97.7% | +69.9% | +98.0% |
| 10Y | +514.4% | +560.5% | -46.2% | +166.8% |
| All | +3,831.7% | +1,446.8% | +2,384.9% | +1,081.0% |
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 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