+3.6%
CMI vs LULU
-30.7%
+34.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.7% | -4.9% |
| 7D | -13.4% | +1.8% | -15.2% | -13.4% |
| 30D | -16.2% | +19.4% | -35.6% | -16.9% |
| 3M | -30.8% | -9.5% | -21.3% | -30.3% |
| 6M | -33.1% | -14.2% | -18.9% | -31.7% |
| YTD | -11.2% | -46.2% | +35.0% | -2.0% |
| 1Y | +3.6% | -33.3% | +36.9% | +10.4% |
| All | +3.6% | -30.7% | +34.3% | +10.4% |
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