-70.0%
LYFT vs CVE
+335.8%
-405.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -13.1% | +1.6% | -14.7% | -13.4% |
| 30D | -14.4% | +11.7% | -26.1% | -16.6% |
| 3M | +12.2% | +18.2% | -6.0% | +7.3% |
| 6M | +13.4% | +48.8% | -35.5% | +1.5% |
| YTD | -22.5% | +99.4% | -121.8% | -36.1% |
| 1Y | -20.8% | +97.9% | -118.6% | -34.7% |
| 3Y | +38.8% | +76.3% | -37.4% | +12.5% |
| 5Y | -70.0% | +344.6% | -414.6% | -79.7% |
| All | -70.0% | +335.8% | -405.7% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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