+607.3%
CEG vs LULU
-71.0%
+678.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.3% |
| 7D | +0.3% | -20.4% | +20.8% | +3.4% |
| 30D | +2.9% | -22.9% | +25.8% | +6.4% |
| 3M | +18.2% | -18.5% | +36.7% | +20.8% |
| 6M | -9.5% | -41.8% | +32.3% | -2.4% |
| YTD | -18.7% | -53.4% | +34.7% | -9.0% |
| 1Y | -10.1% | -40.9% | +30.8% | -4.2% |
| 3Y | +168.3% | -75.6% | +243.9% | +223.9% |
| All | +607.3% | -71.0% | +678.3% | +700.5% |
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 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