-33.3%
LULU vs CAI
-17.6%
-15.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -21.6% | +21.4% | +3.2% |
| 7D | +1.8% | -28.0% | +29.8% | +6.8% |
| 30D | +19.4% | -5.2% | +24.6% | +19.3% |
| 3M | -9.5% | +58.2% | -67.7% | -19.0% |
| 6M | -14.2% | +37.4% | -51.5% | -21.7% |
| YTD | -46.2% | -3.5% | -42.7% | -49.2% |
| 1Y | -33.3% | -10.9% | -22.4% | -36.4% |
| All | -33.3% | -17.6% | -15.7% | -36.4% |
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