-16.1%
CPRT vs LYV
+93.4%
-109.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -11.2% | -1.9% | -9.2% | -10.6% |
| 30D | +3.3% | -8.2% | +11.5% | +6.1% |
| 3M | -3.6% | -1.3% | -2.3% | -3.3% |
| 6M | -15.8% | +2.6% | -18.4% | -16.9% |
| YTD | -23.5% | +19.4% | -42.9% | -28.4% |
| 1Y | -38.8% | -2.2% | -36.5% | -39.0% |
| 3Y | -33.4% | +106.0% | -139.5% | -49.6% |
| All | -16.1% | +93.4% | -109.5% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling