+39.8%
CSGP vs LYV
+564.4%
-524.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -6.9% | -4.2% | -2.7% | -5.7% |
| 30D | -5.2% | -7.2% | +2.0% | -2.9% |
| 3M | -13.8% | +1.5% | -15.4% | -14.2% |
| 6M | -36.3% | +2.7% | -39.1% | -37.2% |
| YTD | -56.1% | +19.4% | -75.5% | -58.8% |
| 1Y | -65.8% | -0.5% | -65.3% | -66.2% |
| 3Y | -64.3% | +110.1% | -174.4% | -72.6% |
| 5Y | -67.3% | +97.6% | -164.9% | -74.8% |
| All | +39.8% | +564.4% | -524.6% | -33.1% |
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