-69.3%
CPNG vs LYFT
-75.4%
+6.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +2.6% |
| 7D | -1.1% | -8.4% | +7.3% | +0.9% |
| 30D | -7.4% | -7.6% | +0.2% | -5.6% |
| 3M | -12.3% | +11.7% | -24.1% | -15.1% |
| 6M | -19.4% | +15.1% | -34.5% | -22.6% |
| YTD | -35.9% | -20.9% | -15.0% | -33.0% |
| 1Y | -53.4% | -16.4% | -37.0% | -52.6% |
| 3Y | -20.0% | +35.2% | -55.2% | -35.5% |
| 5Y | -49.6% | -69.4% | +19.8% | -42.5% |
| All | -69.3% | -75.4% | +6.1% | -65.6% |
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