-39.2%
LULU vs CAI
+31.3%
-70.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +1.9% |
| 7D | -1.6% | -2.9% | +1.3% | -1.0% |
| 30D | -18.1% | +9.3% | -27.5% | -19.9% |
| 3M | -18.8% | +35.2% | -54.0% | -24.6% |
| 6M | -39.2% | +30.7% | -69.9% | -43.7% |
| All | -39.2% | +31.3% | -70.5% | -43.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling