+97.6%
CB vs LYFT
-70.5%
+168.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | -2.8% | -13.1% | +10.3% | -2.6% |
| 30D | -2.4% | -14.4% | +11.9% | -2.3% |
| 3M | +2.8% | +12.2% | -9.4% | +2.7% |
| 6M | +4.8% | +13.4% | -8.6% | +4.6% |
| YTD | +9.2% | -22.5% | +31.6% | +9.4% |
| 1Y | +22.8% | -20.8% | +43.6% | +23.0% |
| 3Y | +71.1% | +38.8% | +32.3% | +68.3% |
| All | +97.6% | -70.5% | +168.1% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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