-75.6%
LULU vs CFG
+183.3%
-258.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | -20.4% | -1.7% | -18.7% | -19.9% |
| 30D | -22.9% | -4.6% | -18.3% | -21.4% |
| 3M | -18.5% | +7.9% | -26.4% | -21.3% |
| 6M | -41.8% | +19.9% | -61.7% | -46.2% |
| YTD | -53.4% | +21.7% | -75.1% | -57.2% |
| 1Y | -40.9% | +38.4% | -79.3% | -48.6% |
| All | -75.6% | +183.3% | -258.9% | -83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling