-33.7%
CSGP vs LYFT
-80.9%
+47.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.0% |
| 7D | -4.1% | -5.5% | +1.5% | -3.3% |
| 30D | +2.3% | +1.5% | +0.9% | +2.1% |
| 3M | -8.2% | +18.4% | -26.6% | -10.6% |
| 6M | -35.1% | +20.8% | -55.9% | -37.0% |
| YTD | -54.0% | -13.7% | -40.3% | -53.4% |
| 1Y | -65.3% | -0.4% | -64.9% | -65.8% |
| 3Y | -62.6% | +35.5% | -98.1% | -66.5% |
| 5Y | -64.8% | -65.3% | +0.5% | -63.9% |
| All | -33.7% | -80.9% | +47.1% | -39.3% |
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