-75.6%
LULU vs CDW
-30.1%
-45.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -20.4% | -7.4% | -13.1% | -18.3% |
| 30D | -22.9% | +5.8% | -28.7% | -24.8% |
| 3M | -18.5% | +10.8% | -29.4% | -22.8% |
| 6M | -41.8% | +21.5% | -63.3% | -48.4% |
| YTD | -53.4% | +6.4% | -59.7% | -56.0% |
| 1Y | -40.9% | -14.8% | -26.1% | -38.1% |
| All | -75.6% | -30.1% | -45.5% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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