+218.9%
CTVA vs LULU
-43.4%
+262.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.3% |
| 7D | -4.7% | -20.4% | +15.8% | -0.3% |
| 30D | +11.1% | -22.9% | +34.0% | +16.8% |
| 3M | +13.7% | -18.5% | +32.3% | +17.8% |
| 6M | +11.2% | -41.8% | +53.0% | +23.1% |
| YTD | +26.9% | -53.4% | +80.3% | +47.5% |
| 1Y | +18.8% | -40.9% | +59.7% | +29.8% |
| 3Y | +75.9% | -75.6% | +151.5% | +128.8% |
| 5Y | +105.2% | -77.2% | +182.5% | +164.5% |
| All | +218.9% | -43.4% | +262.3% | +128.9% |
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 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