-51.2%
LULU vs CAI
-31.3%
-19.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.0% | -16.4% | -17.2% |
| 7D | -16.7% | -2.2% | -14.5% | -16.4% |
| 30D | -18.5% | +52.4% | -70.9% | -25.2% |
| 3M | -19.5% | +45.1% | -64.5% | -25.4% |
| 6M | -41.9% | +26.2% | -68.1% | -45.5% |
| YTD | -51.6% | -7.1% | -44.5% | -53.2% |
| 1Y | -51.2% | -31.0% | -20.1% | -45.3% |
| All | -51.2% | -31.3% | -19.9% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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