-80.4%
LYFT vs CVE
+333.5%
-413.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | -8.4% | +2.3% | -10.7% | -9.1% |
| 30D | -7.6% | +9.7% | -17.3% | -10.5% |
| 3M | +11.7% | +16.9% | -5.2% | +5.2% |
| 6M | +15.1% | +41.4% | -26.3% | +0.9% |
| YTD | -20.9% | +98.0% | -118.9% | -38.5% |
| 1Y | -16.4% | +98.2% | -114.6% | -35.1% |
| 3Y | +35.2% | +77.9% | -42.7% | +6.2% |
| 5Y | -69.4% | +341.6% | -410.9% | -84.0% |
| All | -80.4% | +333.5% | -413.9% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling