+69.3%
CNP vs LULU
-77.2%
+146.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.5% |
| 7D | -2.2% | -20.4% | +18.3% | -1.4% |
| 30D | -2.1% | -22.9% | +20.8% | -1.2% |
| 3M | -7.9% | -18.5% | +10.6% | -7.3% |
| 6M | -8.3% | -41.8% | +33.5% | -6.6% |
| YTD | +3.8% | -53.4% | +57.2% | +6.8% |
| 1Y | +5.9% | -40.9% | +46.8% | +7.7% |
| 3Y | +49.3% | -75.6% | +124.8% | +57.6% |
| 5Y | +69.3% | -77.2% | +146.5% | +71.4% |
| All | +69.3% | -77.2% | +146.4% | +71.4% |
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 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