-46.6%
CDE vs LULU
+691.8%
-738.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.5% |
| 7D | -3.1% | -1.6% | -1.5% | -2.7% |
| 30D | +9.5% | -18.1% | +27.6% | +15.5% |
| 3M | +25.5% | -18.8% | +44.3% | +32.1% |
| 6M | -7.9% | -39.2% | +31.3% | +6.1% |
| YTD | +15.6% | -52.4% | +67.9% | +43.6% |
| 1Y | +34.0% | -40.3% | +74.3% | +53.4% |
| 3Y | +791.9% | -75.1% | +867.0% | +1,185.0% |
| 5Y | +197.7% | -76.7% | +274.5% | +321.5% |
| 10Y | +55.0% | +52.7% | +2.3% | +9.4% |
| All | -46.6% | +691.8% | -738.4% | -89.1% |
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