+584.0%
CSGP vs LYV
+1,477.3%
-893.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.8% |
| 7D | -4.1% | -4.5% | +0.4% | -2.8% |
| 30D | +2.3% | -5.5% | +7.8% | +4.0% |
| 3M | -8.2% | +7.8% | -15.9% | -10.1% |
| 6M | -35.1% | +9.4% | -44.4% | -37.0% |
| YTD | -54.0% | +21.8% | -75.8% | -56.9% |
| 1Y | -65.3% | +6.5% | -71.8% | -66.3% |
| 3Y | -62.6% | +106.4% | -169.0% | -70.4% |
| 5Y | -64.8% | +101.6% | -166.4% | -72.6% |
| 10Y | +45.1% | +540.9% | -495.8% | -24.8% |
| All | +584.0% | +1,477.3% | -893.3% | +152.7% |
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