-35.1%
CSGP vs LYFT
-80.2%
+45.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | -7.1% | -7.7% | +0.6% | -5.9% |
| 30D | +3.6% | +7.3% | -3.7% | +2.6% |
| 3M | -2.7% | -1.4% | -1.3% | -2.5% |
| 6M | -8.0% | +24.7% | -32.7% | -11.1% |
| YTD | -55.0% | -10.7% | -44.2% | -54.5% |
| 1Y | -55.8% | -28.5% | -27.3% | -54.0% |
| 3Y | -62.0% | +68.5% | -130.5% | -67.0% |
| 5Y | -62.9% | -67.5% | +4.6% | -61.4% |
| All | -35.1% | -80.2% | +45.1% | -40.9% |
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