+35.2%
LYFT vs CCJ
+162.5%
-127.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | -8.4% | -4.0% | -4.3% | -7.6% |
| 30D | -7.6% | -2.4% | -5.2% | -7.3% |
| 3M | +11.7% | -2.3% | +14.1% | +11.8% |
| 6M | +15.1% | -16.2% | +31.3% | +17.8% |
| YTD | -20.9% | +5.7% | -26.6% | -23.9% |
| 1Y | -16.4% | +21.3% | -37.6% | -23.5% |
| 3Y | +35.2% | +159.4% | -124.2% | +0.4% |
| All | +35.2% | +162.5% | -127.3% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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