+2,160.2%
LYV vs CVE
+70.3%
+2,089.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | -0.6% | +4.6% | -5.2% | -1.8% |
| 30D | +5.1% | -12.0% | +17.1% | +8.5% |
| 3M | -2.8% | -3.8% | +1.0% | -2.5% |
| 6M | +8.7% | -2.7% | +11.5% | +7.9% |
| YTD | +26.4% | +73.6% | -47.2% | +5.4% |
| 1Y | +28.2% | +62.0% | -33.8% | +8.9% |
| 3Y | +105.8% | +72.7% | +33.1% | +66.6% |
| 5Y | +60.4% | +153.9% | -93.6% | +9.3% |
| 10Y | +530.7% | +147.6% | +383.1% | +241.6% |
| All | +2,160.2% | +70.3% | +2,089.9% | +1,193.0% |
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 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