+916.4%
CNC vs LYV
+1,446.8%
-530.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | -0.9% | -1.9% | +1.0% | -0.5% |
| 30D | -1.0% | -8.2% | +7.2% | +0.8% |
| 3M | +4.5% | -1.3% | +5.8% | +4.7% |
| 6M | +85.2% | +2.6% | +82.6% | +83.5% |
| YTD | +61.4% | +19.4% | +42.0% | +54.5% |
| 1Y | +94.9% | -2.2% | +97.1% | +93.8% |
| 3Y | 0.0% | +106.0% | -106.0% | -17.1% |
| 5Y | +11.2% | +97.7% | -86.5% | -9.9% |
| 10Y | +98.7% | +560.5% | -461.8% | +15.7% |
| All | +916.4% | +1,446.8% | -530.4% | +393.6% |
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