+5.6%
CNC vs LULU
-76.9%
+82.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.4% |
| 7D | -0.9% | -1.6% | +0.7% | -0.8% |
| 30D | -1.0% | -18.1% | +17.1% | +0.6% |
| 3M | +4.5% | -18.8% | +23.3% | +6.1% |
| 6M | +85.2% | -39.2% | +124.4% | +92.1% |
| YTD | +61.4% | -52.4% | +113.8% | +71.1% |
| 1Y | +94.9% | -40.3% | +135.2% | +102.1% |
| 3Y | 0.0% | -75.1% | +75.1% | +10.0% |
| All | +5.6% | -76.9% | +82.5% | +13.8% |
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