-3.1%
CMG vs LULU
-76.9%
+73.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.5% |
| 7D | -2.1% | -1.6% | -0.4% | -1.6% |
| 30D | +10.9% | -18.1% | +29.0% | +17.1% |
| 3M | +15.8% | -18.8% | +34.6% | +22.4% |
| 6M | +6.9% | -39.2% | +46.1% | +22.9% |
| YTD | -2.2% | -52.4% | +50.2% | +20.9% |
| 1Y | -7.1% | -40.3% | +33.2% | +6.5% |
| 3Y | -7.1% | -75.1% | +68.0% | +32.0% |
| All | -3.1% | -76.9% | +73.8% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling