+549.4%
LYV vs CCEP
+236.1%
+313.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.9% | -2.8% | +0.9% | -0.5% |
| 30D | -8.2% | -4.0% | -4.2% | -6.3% |
| 3M | -1.3% | +5.2% | -6.5% | -4.3% |
| 6M | +2.6% | +2.7% | -0.1% | +0.4% |
| YTD | +19.4% | +14.5% | +4.9% | +9.7% |
| 1Y | -2.2% | +17.2% | -19.4% | -11.6% |
| 3Y | +106.0% | +79.3% | +26.7% | +42.8% |
| 5Y | +97.7% | +106.8% | -9.1% | +23.3% |
| All | +549.4% | +236.1% | +313.3% | +237.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 10y: compounded portfolio wealth divided by compounded CCEP 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…
10y analysis · Full analysis span regression · 6 months rolling