-69.3%
CPNG vs LYV
+90.5%
-159.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.0% |
| 7D | -1.1% | -1.9% | +0.8% | -0.2% |
| 30D | -7.4% | -8.2% | +0.8% | -3.6% |
| 3M | -12.3% | -1.3% | -11.1% | -12.2% |
| 6M | -19.4% | +2.6% | -22.1% | -21.3% |
| YTD | -35.9% | +19.4% | -55.3% | -42.0% |
| 1Y | -53.4% | -2.2% | -51.2% | -53.8% |
| 3Y | -20.0% | +106.0% | -126.0% | -47.2% |
| 5Y | -49.6% | +97.7% | -147.2% | -64.8% |
| All | -69.3% | +90.5% | -159.8% | -78.1% |
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