-80.8%
LYFT vs CDW
+63.9%
-144.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -13.1% | -7.4% | -5.7% | -8.8% |
| 30D | -14.4% | +5.8% | -20.2% | -18.1% |
| 3M | +12.2% | +10.8% | +1.4% | +2.0% |
| 6M | +13.4% | +21.5% | -8.1% | -7.6% |
| YTD | -22.5% | +6.4% | -28.8% | -30.7% |
| 1Y | -20.8% | -14.8% | -6.0% | -16.9% |
| 3Y | +38.8% | -29.9% | +68.7% | +61.8% |
| 5Y | -70.0% | -22.9% | -47.1% | -68.7% |
| All | -80.8% | +63.9% | -144.7% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling