-40.3%
LULU vs CFG
+40.1%
-80.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +1.6% |
| 7D | -1.6% | -0.4% | -1.2% | -1.4% |
| 30D | -18.1% | -4.6% | -13.5% | -16.3% |
| 3M | -18.8% | +6.7% | -25.4% | -21.9% |
| 6M | -39.2% | +22.1% | -61.3% | -45.6% |
| YTD | -52.4% | +23.2% | -75.6% | -57.5% |
| 1Y | -40.3% | +40.3% | -80.6% | -50.9% |
| All | -40.3% | +40.1% | -80.4% | -50.9% |
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