-60.7%
CLSK vs LYFT
-82.5%
+21.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +5.9% |
| 7D | +7.7% | -8.4% | +16.1% | +11.6% |
| 30D | +12.2% | -7.6% | +19.8% | +15.4% |
| 3M | -15.5% | +11.7% | -27.2% | -21.2% |
| 6M | +39.3% | +15.1% | +24.2% | +27.7% |
| YTD | +35.1% | -20.9% | +56.0% | +44.6% |
| 1Y | +34.0% | -16.4% | +50.4% | +37.5% |
| 3Y | +226.3% | +35.2% | +191.0% | +159.5% |
| 5Y | +6.4% | -69.4% | +75.7% | +23.2% |
| All | -60.7% | -82.5% | +21.7% | -53.6% |
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