-65.7%
CSGP vs LYV
-0.5%
-65.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -5.4% | -5.3% | 0.0% | -4.3% |
| 30D | -6.0% | -7.9% | +1.9% | -4.4% |
| 3M | -12.8% | +4.5% | -17.3% | -12.6% |
| 6M | -38.9% | +2.5% | -41.4% | -38.9% |
| YTD | -56.0% | +19.3% | -75.3% | -56.7% |
| All | -65.7% | -0.5% | -65.2% | -65.9% |
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