Firstly I assume you voltage axis is measuring the voltage across the lamp (and capacitor).
OK so the yellow curve is a poor quality half wave rectified waveform.
When the capacitor is in circuit it charges to the peak value of the voltage (or nearly so depending upon the available current). this will be the true peak not properly shown by your yellow curve.
The part of the orange and brown curves that you see in the part of the cycle when the diode is non conducting show the classic exponential discharge curve for the capacitor through a resistor (the lamp).
The capacitor is releasing its stored charge through the lamp and the curve shows that it has the same polarity as the rectified supply - which is what you would expect.
Note also that the smaller capacitor shows a deeper discharge - the curve coming coloser to zero.