+35.2%
LYFT vs CBRE
+64.1%
-28.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +0.6% |
| 7D | -8.4% | -5.0% | -3.4% | -4.8% |
| 30D | -7.6% | -4.7% | -2.9% | -4.4% |
| 3M | +11.7% | +6.5% | +5.2% | +6.0% |
| 6M | +15.1% | +6.1% | +9.0% | +8.2% |
| YTD | -20.9% | -12.6% | -8.3% | -12.7% |
| 1Y | -16.4% | -15.3% | -1.1% | -5.8% |
| 3Y | +35.2% | +64.6% | -29.4% | -27.8% |
| All | +35.2% | +64.1% | -28.9% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 3y: compounded portfolio wealth divided by compounded CBRE 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…
3y analysis · Full analysis span regression · 6 months rolling