+2,139.0%
LYV vs CVE
+71.4%
+2,067.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | +1.8% | +5.9% | -4.1% | +0.2% |
| 30D | +5.7% | -10.9% | +16.5% | +8.7% |
| 3M | -4.1% | -4.5% | +0.4% | -3.6% |
| 6M | +5.9% | -1.0% | +6.9% | +4.6% |
| YTD | +25.2% | +74.7% | -49.5% | +4.2% |
| 1Y | +30.4% | +65.8% | -35.4% | +10.1% |
| 3Y | +103.6% | +73.2% | +30.4% | +64.7% |
| 5Y | +58.9% | +155.6% | -96.7% | +8.1% |
| 10Y | +524.8% | +149.3% | +375.5% | +237.8% |
| All | +2,139.0% | +71.4% | +2,067.6% | +1,178.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling