+35.2%
LYFT vs CLBK
+52.2%
-17.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -8.4% | -1.5% | -6.9% | -7.8% |
| 30D | -7.6% | -1.0% | -6.6% | -7.2% |
| 3M | +11.7% | +22.9% | -11.2% | +1.5% |
| 6M | +15.1% | +44.2% | -29.1% | -3.3% |
| YTD | -20.9% | +64.0% | -84.9% | -37.9% |
| 1Y | -16.4% | +65.7% | -82.1% | -35.2% |
| 3Y | +35.2% | +54.1% | -18.8% | +0.3% |
| All | +35.2% | +52.2% | -17.0% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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