-51.2%
LULU vs CFG
+40.4%
-91.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.1% | -17.3% | -17.3% |
| 7D | -16.7% | +1.5% | -18.3% | -17.4% |
| 30D | -18.5% | -3.8% | -14.7% | -17.0% |
| 3M | -19.5% | +11.5% | -30.9% | -24.8% |
| 6M | -41.9% | +19.2% | -61.1% | -48.0% |
| YTD | -51.6% | +23.7% | -75.3% | -57.8% |
| 1Y | -51.2% | +38.8% | -90.0% | -61.3% |
| All | -51.2% | +40.4% | -91.6% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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