+11.8%
CRM vs LULU
-75.0%
+86.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.2% | +1.4% |
| 7D | -4.4% | -1.6% | -2.8% | -4.1% |
| 30D | +28.1% | -18.1% | +46.3% | +33.6% |
| 3M | +48.8% | -18.8% | +67.6% | +55.4% |
| 6M | +28.3% | -39.2% | +67.5% | +42.6% |
| YTD | -6.0% | -52.4% | +46.4% | +9.9% |
| 1Y | +1.4% | -40.3% | +41.7% | +13.1% |
| 3Y | +11.8% | -75.1% | +86.9% | +42.5% |
| All | +11.8% | -75.0% | +86.9% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling