-53.0%
CCL vs LYFT
-82.8%
+29.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.4% |
| 7D | -4.3% | -13.1% | +8.8% | +1.8% |
| 30D | -19.0% | -14.4% | -4.6% | -13.4% |
| 3M | -13.1% | +12.2% | -25.3% | -18.1% |
| 6M | -13.3% | +13.4% | -26.7% | -19.2% |
| YTD | -25.2% | -22.5% | -2.8% | -18.3% |
| 1Y | -27.2% | -20.8% | -6.4% | -23.4% |
| 3Y | +49.2% | +38.8% | +10.4% | -4.1% |
| 5Y | +0.4% | -70.0% | +70.3% | +28.0% |
| All | -53.0% | -82.8% | +29.8% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling