-70.4%
LYFT vs CCJ
+281.7%
-352.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | -8.4% | -4.0% | -4.3% | -7.3% |
| 30D | -7.6% | -2.4% | -5.2% | -7.2% |
| 3M | +11.7% | -2.3% | +14.1% | +11.8% |
| 6M | +15.1% | -16.2% | +31.3% | +18.7% |
| YTD | -20.9% | +5.7% | -26.6% | -24.8% |
| 1Y | -16.4% | +21.3% | -37.6% | -25.6% |
| 3Y | +35.2% | +159.4% | -124.2% | -14.0% |
| All | -70.4% | +281.7% | -352.2% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling