-69.3%
CPNG vs LULU
-68.4%
-0.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.3% |
| 7D | -1.1% | -1.6% | +0.5% | -0.6% |
| 30D | -7.4% | -18.1% | +10.8% | -1.1% |
| 3M | -12.3% | -18.8% | +6.4% | -6.6% |
| 6M | -19.4% | -39.2% | +19.8% | -4.7% |
| YTD | -35.9% | -52.4% | +16.5% | -16.8% |
| 1Y | -53.4% | -40.3% | -13.1% | -45.5% |
| 3Y | -20.0% | -75.1% | +55.1% | +25.5% |
| 5Y | -49.6% | -76.7% | +27.2% | -26.4% |
| All | -69.3% | -68.4% | -0.9% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling