+2,365.2%
CRM vs LULU
+691.8%
+1,673.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.2% | +1.2% |
| 7D | -4.4% | -1.6% | -2.8% | -4.0% |
| 30D | +28.1% | -18.1% | +46.3% | +35.7% |
| 3M | +48.8% | -18.8% | +67.6% | +57.9% |
| 6M | +28.3% | -39.2% | +67.5% | +48.5% |
| YTD | -6.0% | -52.4% | +46.4% | +17.6% |
| 1Y | +1.4% | -40.3% | +41.7% | +17.3% |
| 3Y | +11.8% | -75.1% | +86.9% | +62.2% |
| 5Y | -2.0% | -76.7% | +74.7% | +42.1% |
| 10Y | +239.6% | +52.7% | +186.9% | +157.4% |
| All | +2,365.2% | +691.8% | +1,673.4% | +745.0% |
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