+592.0%
LULU vs CAG
+46.1%
+545.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -1.9% |
| 7D | -20.4% | -5.9% | -14.6% | -18.7% |
| 30D | -22.9% | -1.5% | -21.3% | -22.5% |
| 3M | -18.5% | +11.5% | -30.0% | -21.5% |
| 6M | -41.8% | -15.7% | -26.1% | -38.7% |
| YTD | -53.4% | -10.2% | -43.2% | -52.3% |
| 1Y | -40.9% | -18.1% | -22.8% | -37.6% |
| 3Y | -75.6% | -39.4% | -36.2% | -72.0% |
| 5Y | -77.2% | -42.6% | -34.6% | -73.8% |
| 10Y | +49.5% | -35.6% | +85.1% | +47.3% |
| All | +592.0% | +46.1% | +545.9% | +193.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling