+10.7%
CMG vs LYFT
-8.4%
+19.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +1.5% |
| 7D | +13.2% | +8.7% | +4.5% | +11.3% |
| 30D | +14.6% | +13.2% | +1.4% | +12.0% |
| 3M | +2.6% | +8.3% | -5.6% | +0.8% |
| 6M | +9.6% | +26.6% | -17.1% | +4.4% |
| YTD | -4.3% | -7.9% | +3.6% | -6.8% |
| 1Y | +10.7% | -11.2% | +21.9% | +8.0% |
| All | +10.7% | -8.4% | +19.1% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling