+163.9%
CEG vs LULU
-75.0%
+239.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.6% |
| 7D | -4.8% | -1.6% | -3.1% | -4.6% |
| 30D | +2.3% | -18.1% | +20.5% | +3.9% |
| 3M | +15.6% | -18.8% | +34.4% | +17.3% |
| 6M | -5.0% | -39.2% | +34.2% | -0.5% |
| YTD | -19.0% | -52.4% | +33.3% | -12.6% |
| 1Y | -10.0% | -40.3% | +30.3% | -6.1% |
| 3Y | +163.9% | -75.1% | +239.0% | +180.2% |
| All | +163.9% | -75.0% | +239.0% | +180.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling