-10.7%
CMG vs LULU
-49.9%
+39.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -17.4% | +15.8% | +3.0% |
| 7D | -2.8% | -16.7% | +13.9% | +1.5% |
| 30D | +7.1% | -18.5% | +25.7% | +12.4% |
| 3M | +31.2% | -19.5% | +50.6% | +37.1% |
| 6M | +0.7% | -41.9% | +42.6% | +14.6% |
| YTD | -0.1% | -51.6% | +51.5% | +18.2% |
| 1Y | -10.7% | -51.2% | +40.4% | +1.6% |
| All | -10.7% | -49.9% | +39.2% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling