-76.7%
LULU vs CFG
+99.1%
-175.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +1.7% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | -18.1% | -4.6% | -13.5% | -16.6% |
| 3M | -18.8% | +6.7% | -25.4% | -21.0% |
| 6M | -39.2% | +22.1% | -61.3% | -43.9% |
| YTD | -52.4% | +23.2% | -75.6% | -56.2% |
| 1Y | -40.3% | +40.3% | -80.6% | -47.9% |
| 3Y | -75.1% | +187.9% | -263.0% | -83.5% |
| All | -76.7% | +99.1% | -175.8% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling