+35.2%
LYFT vs CCEP
+82.4%
-47.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -8.4% | -2.8% | -5.5% | -7.9% |
| 30D | -7.6% | -4.0% | -3.6% | -7.0% |
| 3M | +11.7% | +5.2% | +6.5% | +11.3% |
| 6M | +15.1% | +2.7% | +12.4% | +15.1% |
| YTD | -20.9% | +14.5% | -35.4% | -22.0% |
| 1Y | -16.4% | +17.2% | -33.5% | -18.0% |
| 3Y | +35.2% | +79.3% | -44.1% | +11.7% |
| All | +35.2% | +82.4% | -47.2% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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