+11.7%
CMI vs LYFT
-6.2%
+17.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +12.4% | -18.2% | -6.0% |
| 7D | -11.2% | +14.7% | -25.9% | -11.5% |
| 30D | -9.8% | +19.1% | -29.0% | -10.4% |
| 3M | -25.5% | +12.0% | -37.5% | -25.8% |
| 6M | -27.7% | +33.3% | -60.9% | -29.4% |
| YTD | -6.6% | -3.3% | -3.4% | -5.1% |
| 1Y | +11.7% | -3.5% | +15.2% | +11.4% |
| All | +11.7% | -6.2% | +17.9% | +11.4% |
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