-80.8%
LYFT vs CFG
+192.5%
-273.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -13.1% | -1.7% | -11.4% | -12.0% |
| 30D | -14.4% | -4.6% | -9.8% | -11.8% |
| 3M | +12.2% | +7.9% | +4.3% | +6.1% |
| 6M | +13.4% | +19.9% | -6.5% | -0.7% |
| YTD | -22.5% | +21.7% | -44.2% | -32.9% |
| 1Y | -20.8% | +38.4% | -59.2% | -37.5% |
| 3Y | +38.8% | +187.0% | -148.2% | -34.9% |
| 5Y | -70.0% | +99.5% | -169.5% | -82.7% |
| All | -80.8% | +192.5% | -273.3% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling