-75.1%
LULU vs CCEP
+82.4%
-157.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -1.6% | -2.8% | +1.2% | -0.9% |
| 30D | -18.1% | -4.0% | -14.1% | -17.0% |
| 3M | -18.8% | +5.2% | -24.0% | -18.9% |
| 6M | -39.2% | +2.7% | -41.9% | -39.3% |
| YTD | -52.4% | +14.5% | -66.9% | -53.1% |
| 1Y | -40.3% | +17.2% | -57.5% | -41.4% |
| 3Y | -75.1% | +79.3% | -154.4% | -80.0% |
| All | -75.1% | +82.4% | -157.5% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 3y: compounded portfolio wealth divided by compounded CCEP 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…
3y analysis · Full analysis span regression · 6 months rolling