-46.9%
CPNG vs LULU
-31.7%
-15.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.8% | +7.2% | +10.7% |
| 7D | +20.8% | +6.5% | +14.3% | +19.0% |
| 30D | +20.1% | +20.3% | -0.2% | +14.8% |
| 3M | +1.6% | -8.9% | +10.5% | +2.8% |
| 6M | -15.8% | -13.1% | -2.7% | -14.4% |
| YTD | -27.7% | -46.1% | +18.4% | -22.4% |
| 1Y | -46.9% | -30.3% | -16.7% | -45.7% |
| All | -46.9% | -31.7% | -15.2% | -45.7% |
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