-51.2%
LULU vs CAG
-13.1%
-38.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.9% | -16.5% | -17.2% |
| 7D | -16.7% | -3.8% | -12.9% | -16.1% |
| 30D | -18.5% | +3.1% | -21.7% | -18.9% |
| 3M | -19.5% | +23.5% | -42.9% | -21.6% |
| 6M | -41.9% | -14.8% | -27.1% | -42.5% |
| YTD | -51.6% | -5.4% | -46.1% | -52.3% |
| 1Y | -51.2% | -11.8% | -39.4% | -52.3% |
| All | -51.2% | -13.1% | -38.1% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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