-70.2%
CPNG vs LULU
-69.1%
-1.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.5% |
| 7D | -5.4% | -20.4% | +15.0% | +2.2% |
| 30D | -11.1% | -22.9% | +11.8% | -2.9% |
| 3M | -3.0% | -18.5% | +15.6% | +3.3% |
| 6M | -23.5% | -41.8% | +18.3% | -8.0% |
| YTD | -37.8% | -53.4% | +15.6% | -18.7% |
| 1Y | -54.3% | -40.9% | -13.4% | -46.4% |
| 3Y | -20.8% | -75.6% | +54.8% | +25.1% |
| 5Y | -51.1% | -77.2% | +26.2% | -28.0% |
| All | -70.2% | -69.1% | -1.1% | -62.7% |
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 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