+8.9%
CAT vs LULU
-31.7%
+40.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.8% | -10.0% | -5.0% |
| 7D | -17.1% | +6.5% | -23.6% | -16.9% |
| 30D | -30.1% | +20.3% | -50.4% | -29.7% |
| 3M | -32.4% | -8.9% | -23.5% | -32.1% |
| 6M | -32.1% | -13.1% | -19.0% | -31.1% |
| YTD | +4.1% | -46.1% | +50.2% | +10.3% |
| 1Y | +8.9% | -30.3% | +39.2% | +7.3% |
| All | +8.9% | -31.7% | +40.6% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 1y: compounded portfolio wealth divided by compounded LULU 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…
1y analysis · Full analysis span regression · 6 months rolling