-70.4%
LYFT vs CFG
+99.1%
-169.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.3% |
| 7D | -8.4% | -0.4% | -7.9% | -8.1% |
| 30D | -7.6% | -4.6% | -3.0% | -5.0% |
| 3M | +11.7% | +6.7% | +5.1% | +6.9% |
| 6M | +15.1% | +22.1% | -7.0% | +0.5% |
| YTD | -20.9% | +23.2% | -44.1% | -31.4% |
| 1Y | -16.4% | +40.3% | -56.6% | -33.6% |
| 3Y | +35.2% | +187.9% | -152.7% | -34.7% |
| All | -70.4% | +99.1% | -169.6% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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