-11.2%
CRM vs LULU
-30.7%
+19.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -3.7% | +1.8% | -5.5% | -4.2% |
| 30D | -1.1% | +19.4% | -20.5% | -6.8% |
| 3M | +15.5% | -9.5% | +25.0% | +18.1% |
| 6M | +19.5% | -14.2% | +33.6% | +23.9% |
| YTD | -15.5% | -46.2% | +30.7% | +2.1% |
| 1Y | -11.2% | -33.3% | +22.1% | -4.1% |
| All | -11.2% | -30.7% | +19.4% | -4.1% |
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