+153.3%
CMI vs LULU
-75.0%
+228.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +0.9% |
| 7D | -0.7% | -1.6% | +0.9% | -0.5% |
| 30D | -12.4% | -18.1% | +5.7% | -10.1% |
| 3M | -14.8% | -18.8% | +4.0% | -12.6% |
| 6M | +0.8% | -39.2% | +40.0% | +8.9% |
| YTD | +10.2% | -52.4% | +62.6% | +24.7% |
| 1Y | +37.4% | -40.3% | +77.7% | +47.9% |
| 3Y | +153.3% | -75.1% | +228.4% | +198.4% |
| All | +153.3% | -75.0% | +228.3% | +198.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling