+105.5%
LYV vs CVE
+73.1%
+32.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | -0.6% | +4.6% | -5.2% | -1.2% |
| 30D | +5.1% | -12.0% | +17.1% | +6.8% |
| 3M | -2.8% | -3.8% | +1.0% | -2.8% |
| 6M | +8.7% | -2.7% | +11.5% | +8.1% |
| YTD | +26.4% | +73.6% | -47.2% | +10.3% |
| 1Y | +28.2% | +62.0% | -33.8% | +13.6% |
| All | +105.5% | +73.1% | +32.4% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling