+585.1%
CSGP vs LYV
+1,522.3%
-937.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.1% |
| 7D | +1.3% | +1.8% | -0.5% | +0.8% |
| 30D | +2.8% | +5.7% | -2.9% | +1.3% |
| 3M | -6.3% | -4.1% | -2.2% | -5.1% |
| 6M | -3.2% | +5.9% | -9.1% | -4.8% |
| YTD | -54.0% | +25.2% | -79.2% | -57.1% |
| 1Y | -54.8% | +30.4% | -85.2% | -58.5% |
| 3Y | -60.6% | +103.6% | -164.2% | -68.7% |
| 5Y | -62.6% | +58.9% | -121.5% | -68.7% |
| 10Y | +66.3% | +524.8% | -458.5% | -13.1% |
| All | +585.1% | +1,522.3% | -937.2% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling