-76.7%
LULU vs CDW
-17.6%
-59.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.8% | -5.7% | -1.5% |
| 7D | -1.6% | +0.9% | -2.6% | -2.3% |
| 30D | -18.1% | +13.1% | -31.2% | -23.3% |
| 3M | -18.8% | +19.7% | -38.4% | -27.1% |
| 6M | -39.2% | +30.7% | -69.9% | -49.7% |
| YTD | -52.4% | +14.7% | -67.1% | -57.6% |
| 1Y | -40.3% | -5.3% | -35.0% | -40.7% |
| 3Y | -75.1% | -23.8% | -51.3% | -73.1% |
| All | -76.7% | -17.6% | -59.1% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling