+60.0%
CSGP vs LYV
+521.1%
-461.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.2% |
| 7D | +1.3% | +1.8% | -0.5% | +0.7% |
| 30D | +2.8% | +5.7% | -2.9% | +1.1% |
| 3M | -6.3% | -4.1% | -2.2% | -5.0% |
| 6M | -3.2% | +5.9% | -9.1% | -4.9% |
| YTD | -54.0% | +25.2% | -79.2% | -57.4% |
| 1Y | -54.8% | +30.4% | -85.2% | -58.8% |
| 3Y | -60.6% | +103.6% | -164.2% | -69.4% |
| 5Y | -62.6% | +58.9% | -121.5% | -69.3% |
| All | +60.0% | +521.1% | -461.1% | -17.7% |
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