-64.1%
CSGP vs LYV
+109.2%
-173.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -5.4% | -5.3% | 0.0% | -3.8% |
| 30D | -6.0% | -7.9% | +1.9% | -3.6% |
| 3M | -12.8% | +4.5% | -17.3% | -13.7% |
| 6M | -38.9% | +2.5% | -41.4% | -39.5% |
| YTD | -56.0% | +19.3% | -75.3% | -58.5% |
| 1Y | -66.4% | -0.2% | -66.3% | -66.5% |
| All | -64.1% | +109.2% | -173.3% | -74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling