+35.2%
LYFT vs CDW
-24.7%
+59.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.8% | -5.8% | -1.2% |
| 7D | -8.4% | +0.9% | -9.3% | -8.8% |
| 30D | -7.6% | +13.1% | -20.7% | -12.6% |
| 3M | +11.7% | +19.7% | -7.9% | +1.6% |
| 6M | +15.1% | +30.7% | -15.6% | -3.6% |
| YTD | -20.9% | +14.7% | -35.6% | -28.2% |
| 1Y | -16.4% | -5.3% | -11.1% | -14.8% |
| 3Y | +35.2% | -23.8% | +59.1% | +35.5% |
| All | +35.2% | -24.7% | +59.9% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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