-65.3%
CSGP vs LYV
+6.6%
-71.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.0% |
| 7D | -4.1% | -4.5% | +0.4% | -3.2% |
| 30D | +2.3% | -5.5% | +7.8% | +3.5% |
| 3M | -8.2% | +7.8% | -15.9% | -8.3% |
| 6M | -35.1% | +9.4% | -44.4% | -35.6% |
| YTD | -54.0% | +21.8% | -75.8% | -54.9% |
| 1Y | -65.3% | +6.5% | -71.8% | -66.4% |
| All | -65.3% | +6.6% | -71.9% | -66.4% |
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