+604.3%
CEG vs LULU
-70.4%
+674.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.7% |
| 7D | -4.8% | -1.6% | -3.1% | -4.5% |
| 30D | +2.3% | -18.1% | +20.5% | +4.8% |
| 3M | +15.6% | -18.8% | +34.4% | +18.3% |
| 6M | -5.0% | -39.2% | +34.2% | +1.7% |
| YTD | -19.0% | -52.4% | +33.3% | -9.7% |
| 1Y | -10.0% | -40.3% | +30.3% | -4.1% |
| 3Y | +163.9% | -75.1% | +239.0% | +217.8% |
| All | +604.3% | -70.4% | +674.7% | +694.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling