-70.4%
LYFT vs CCEP
+107.2%
-177.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -8.4% | -2.8% | -5.5% | -7.2% |
| 30D | -7.6% | -4.0% | -3.6% | -5.9% |
| 3M | +11.7% | +5.2% | +6.5% | +9.3% |
| 6M | +15.1% | +2.7% | +12.4% | +13.4% |
| YTD | -20.9% | +14.5% | -35.4% | -26.4% |
| 1Y | -16.4% | +17.2% | -33.5% | -23.3% |
| 3Y | +35.2% | +79.3% | -44.1% | -7.4% |
| All | -70.4% | +107.2% | -177.6% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling