-49.3%
CCI vs LULU
-76.9%
+27.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.2% |
| 7D | -0.3% | -1.6% | +1.4% | -0.1% |
| 30D | +2.2% | -18.1% | +20.3% | +4.0% |
| 3M | -16.9% | -18.8% | +1.9% | -15.5% |
| 6M | -11.5% | -39.2% | +27.7% | -7.9% |
| YTD | -12.8% | -52.4% | +39.5% | -7.1% |
| 1Y | -17.1% | -40.3% | +23.2% | -13.7% |
| 3Y | -9.6% | -75.1% | +65.5% | +1.8% |
| All | -49.3% | -76.9% | +27.6% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling