+97.6%
LYV vs CVE
+335.8%
-238.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -4.2% | +1.6% | -5.8% | -4.5% |
| 30D | -7.2% | +11.7% | -19.0% | -9.2% |
| 3M | +1.5% | +18.2% | -16.6% | -1.9% |
| 6M | +2.7% | +48.8% | -46.1% | -5.9% |
| YTD | +19.4% | +99.4% | -80.0% | +2.6% |
| 1Y | -0.5% | +97.9% | -98.3% | -14.5% |
| 3Y | +110.1% | +76.3% | +33.9% | +79.7% |
| 5Y | +97.6% | +344.6% | -247.0% | +41.7% |
| All | +97.6% | +335.8% | -238.2% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling