+574.4%
CNP vs LYV
+1,446.8%
-872.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -1.4% | -1.9% | +0.5% | -1.1% |
| 30D | -2.9% | -8.2% | +5.3% | -1.5% |
| 3M | -7.5% | -1.3% | -6.3% | -7.5% |
| 6M | -7.9% | +2.6% | -10.5% | -8.7% |
| YTD | +3.7% | +19.4% | -15.7% | 0.0% |
| 1Y | +4.6% | -2.2% | +6.8% | +4.1% |
| 3Y | +49.1% | +106.0% | -56.9% | +28.4% |
| 5Y | +69.2% | +97.7% | -28.4% | +42.6% |
| 10Y | +136.0% | +560.5% | -424.6% | +56.3% |
| All | +574.4% | +1,446.8% | -872.5% | +296.4% |
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