+33.2%
LYFT vs CART
+11.0%
+22.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.8% | -5.4% | -7.5% |
| 7D | -14.1% | -9.5% | -4.6% | -11.7% |
| 30D | -13.7% | -7.8% | -5.9% | -11.7% |
| 3M | +7.4% | +10.4% | -3.0% | +4.6% |
| 6M | +8.3% | +20.1% | -11.8% | +2.7% |
| YTD | -23.1% | +3.7% | -26.8% | -24.6% |
| 1Y | -19.0% | +2.6% | -21.6% | -21.0% |
| All | +33.2% | +11.0% | +22.1% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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