-63.1%
CSGP vs LYV
+53.7%
-116.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.3% |
| 7D | -3.2% | -0.3% | -2.8% | -3.0% |
| 30D | +2.2% | +4.6% | -2.4% | +0.5% |
| 3M | -3.7% | -3.5% | -0.2% | -2.3% |
| 6M | -7.4% | +9.2% | -16.6% | -10.5% |
| YTD | -54.9% | +25.1% | -80.0% | -59.0% |
| 1Y | -54.9% | +24.3% | -79.2% | -59.0% |
| 3Y | -61.9% | +103.7% | -165.6% | -73.1% |
| 5Y | -63.1% | +55.0% | -118.1% | -70.0% |
| All | -63.1% | +53.7% | -116.8% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling