+528.5%
CI vs LULU
+704.9%
-176.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -17.4% | +16.1% | +1.6% |
| 7D | +1.3% | -16.7% | +18.0% | +4.1% |
| 30D | +4.4% | -18.5% | +23.0% | +7.7% |
| 3M | +0.7% | -19.5% | +20.1% | +3.7% |
| 6M | +0.3% | -41.9% | +42.3% | +8.6% |
| YTD | +3.8% | -51.6% | +55.4% | +15.5% |
| 1Y | -5.5% | -51.2% | +45.7% | +4.3% |
| 3Y | +8.1% | -75.1% | +83.2% | +29.6% |
| 5Y | +42.8% | -74.1% | +116.9% | +64.5% |
| 10Y | +143.9% | +46.7% | +97.2% | +97.3% |
| All | +528.5% | +704.9% | -176.3% | +161.3% |
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