+62.6%
CSGP vs LYV
+524.0%
-461.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -7.1% | -1.6% | -5.4% | -6.6% |
| 30D | +3.6% | +6.2% | -2.6% | +1.8% |
| 3M | -2.7% | -1.7% | -1.0% | -2.1% |
| 6M | -8.0% | +10.5% | -18.6% | -10.9% |
| YTD | -55.0% | +26.4% | -81.4% | -58.4% |
| 1Y | -55.8% | +27.0% | -82.8% | -59.3% |
| 3Y | -62.0% | +105.9% | -167.8% | -70.6% |
| 5Y | -62.9% | +57.7% | -120.6% | -69.5% |
| 10Y | +62.6% | +530.8% | -468.2% | -16.2% |
| All | +62.6% | +524.0% | -461.4% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling