-13.1%
CRCL vs LYV
+6.6%
-19.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.3% |
| 7D | +17.1% | -4.5% | +21.6% | +19.2% |
| 30D | +61.3% | -5.5% | +66.7% | +64.6% |
| 3M | +12.7% | +7.8% | +5.0% | +7.3% |
| 6M | -3.1% | +9.4% | -12.4% | -8.7% |
| YTD | +28.7% | +21.8% | +6.9% | +14.4% |
| 1Y | -13.1% | +6.5% | -19.6% | -24.4% |
| All | -13.1% | +6.6% | -19.8% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling