+549.2%
LYV vs CVE
+177.3%
+371.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -4.2% | +1.6% | -5.8% | -4.6% |
| 30D | -7.2% | +11.7% | -19.0% | -9.9% |
| 3M | +1.5% | +18.2% | -16.6% | -3.2% |
| 6M | +2.7% | +48.8% | -46.1% | -8.3% |
| YTD | +19.4% | +99.4% | -80.0% | -1.6% |
| 1Y | -0.5% | +97.9% | -98.3% | -18.0% |
| 3Y | +110.1% | +76.3% | +33.9% | +73.5% |
| 5Y | +97.6% | +344.6% | -247.0% | +20.6% |
| All | +549.2% | +177.3% | +371.9% | +213.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling