-25.9%
CRDO vs LYV
+30.4%
-56.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.3% | +10.6% | +7.3% |
| 7D | -20.2% | -1.5% | -18.7% | -20.2% |
| 30D | -45.2% | +2.6% | -47.8% | -45.2% |
| 3M | -47.7% | -3.6% | -44.1% | -47.6% |
| 6M | -39.2% | +4.4% | -43.7% | -40.3% |
| YTD | -16.2% | +23.0% | -39.2% | -22.2% |
| 1Y | -25.9% | +27.2% | -53.2% | -31.2% |
| All | -25.9% | +30.4% | -56.4% | -31.2% |
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