-40.9%
LULU vs CF
+63.1%
-104.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -3.2% |
| 7D | -20.4% | -2.0% | -18.5% | -20.7% |
| 30D | -22.9% | +15.3% | -38.2% | -20.8% |
| 3M | -18.5% | +24.3% | -42.8% | -15.0% |
| 6M | -41.8% | +23.9% | -65.7% | -40.6% |
| YTD | -53.4% | +77.3% | -130.6% | -55.5% |
| 1Y | -40.9% | +58.7% | -99.6% | -40.7% |
| All | -40.9% | +63.1% | -104.0% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling