-70.4%
LYFT vs CRS
+1,363.4%
-1,433.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.4% |
| 7D | -8.4% | -6.8% | -1.6% | -6.1% |
| 30D | -7.6% | -16.1% | +8.5% | -2.0% |
| 3M | +11.7% | -21.2% | +32.9% | +20.2% |
| 6M | +15.1% | +8.7% | +6.4% | +8.5% |
| YTD | -20.9% | +41.0% | -61.9% | -33.3% |
| 1Y | -16.4% | +82.7% | -99.0% | -37.7% |
| 3Y | +35.2% | +604.8% | -569.6% | -46.5% |
| All | -70.4% | +1,363.4% | -1,433.8% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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