-80.4%
LYFT vs CNP
+59.0%
-139.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -8.4% | -1.4% | -7.0% | -7.7% |
| 30D | -7.6% | -2.9% | -4.7% | -6.2% |
| 3M | +11.7% | -7.5% | +19.3% | +16.0% |
| 6M | +15.1% | -7.9% | +23.0% | +18.8% |
| YTD | -20.9% | +3.7% | -24.7% | -24.0% |
| 1Y | -16.4% | +4.6% | -21.0% | -20.2% |
| 3Y | +35.2% | +49.1% | -13.9% | +1.8% |
| 5Y | -69.4% | +69.2% | -138.6% | -79.8% |
| All | -80.4% | +59.0% | -139.5% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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