+6.5%
LYV vs CVE
+99.6%
-93.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.2% |
| 7D | -4.5% | +2.5% | -7.0% | -4.6% |
| 30D | -5.5% | +16.7% | -22.2% | -6.2% |
| 3M | +7.8% | +9.3% | -1.5% | +7.2% |
| 6M | +9.4% | +43.6% | -34.2% | +3.1% |
| YTD | +21.8% | +93.6% | -71.8% | +8.0% |
| 1Y | +6.5% | +98.8% | -92.3% | -5.0% |
| All | +6.5% | +99.6% | -93.1% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling