+612.3%
LULU vs CCEP
+1,325.0%
-712.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -2.1% |
| 7D | -16.9% | -3.7% | -13.3% | -15.1% |
| 30D | -22.0% | -2.1% | -19.9% | -20.9% |
| 3M | -17.8% | +7.2% | -25.0% | -20.3% |
| 6M | -41.3% | +3.3% | -44.5% | -42.3% |
| YTD | -52.0% | +15.7% | -67.7% | -55.6% |
| 1Y | -39.8% | +16.6% | -56.4% | -44.5% |
| 3Y | -74.8% | +84.3% | -159.1% | -82.1% |
| 5Y | -76.3% | +109.0% | -185.3% | -84.6% |
| 10Y | +53.9% | +238.1% | -184.3% | -29.5% |
| All | +612.3% | +1,325.0% | -712.7% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling