-23.5%
CCL vs LULU
+725.5%
-749.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -2.2% |
| 7D | -0.1% | -12.6% | +12.4% | +3.8% |
| 30D | -20.0% | -19.7% | -0.2% | -14.5% |
| 3M | -13.7% | -12.2% | -1.4% | -10.7% |
| 6M | -9.0% | -39.3% | +30.3% | +6.6% |
| YTD | -22.8% | -50.3% | +27.5% | -3.4% |
| 1Y | -25.3% | -38.6% | +13.3% | -13.6% |
| 3Y | +54.1% | -74.0% | +128.0% | +128.6% |
| 5Y | +3.5% | -72.9% | +76.4% | +51.6% |
| 10Y | -41.0% | +56.2% | -97.2% | -49.9% |
| All | -23.5% | +725.5% | -749.0% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling