-65.8%
CSGP vs LYV
+94.6%
-160.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.2% |
| 7D | -5.1% | -3.8% | -1.3% | -3.8% |
| 30D | +0.3% | -5.7% | +6.0% | +2.5% |
| 3M | -9.1% | +6.9% | -16.0% | -11.2% |
| 6M | -37.3% | +9.2% | -46.5% | -39.6% |
| YTD | -54.9% | +19.6% | -74.5% | -58.1% |
| 1Y | -65.5% | +0.6% | -66.2% | -66.0% |
| 3Y | -63.3% | +110.6% | -173.8% | -73.6% |
| 5Y | -65.8% | +96.6% | -162.4% | -73.4% |
| All | -65.8% | +94.6% | -160.4% | -73.4% |
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