-70.4%
LYFT vs CDW
-17.6%
-52.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.8% | -5.8% | -1.9% |
| 7D | -8.4% | +0.9% | -9.3% | -8.9% |
| 30D | -7.6% | +13.1% | -20.7% | -13.8% |
| 3M | +11.7% | +19.7% | -7.9% | -0.5% |
| 6M | +15.1% | +30.7% | -15.6% | -6.3% |
| YTD | -20.9% | +14.7% | -35.6% | -30.1% |
| 1Y | -16.4% | -5.3% | -11.1% | -16.5% |
| 3Y | +35.2% | -23.8% | +59.1% | +49.6% |
| All | -70.4% | -17.6% | -52.9% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling