+408.1%
CNP vs LULU
+697.8%
-289.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.5% |
| 7D | +0.7% | -16.9% | +17.6% | +2.7% |
| 30D | -0.1% | -22.0% | +21.9% | +2.7% |
| 3M | -5.6% | -17.8% | +12.2% | -3.8% |
| 6M | -7.5% | -41.3% | +33.8% | -2.2% |
| YTD | +5.5% | -52.0% | +57.5% | +14.1% |
| 1Y | +8.3% | -39.8% | +48.2% | +13.6% |
| 3Y | +51.8% | -74.8% | +126.6% | +73.0% |
| 5Y | +69.9% | -76.3% | +146.2% | +91.0% |
| 10Y | +139.9% | +53.9% | +86.0% | +106.3% |
| All | +408.1% | +697.8% | -289.6% | +170.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling