+141.9%
LULU vs CFG
+390.8%
-248.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.9% |
| 7D | -12.6% | +2.7% | -15.2% | -13.3% |
| 30D | -19.7% | -3.7% | -16.1% | -18.8% |
| 3M | -12.2% | +9.5% | -21.7% | -14.8% |
| 6M | -39.3% | +22.2% | -61.6% | -43.2% |
| YTD | -50.3% | +22.3% | -72.7% | -53.5% |
| 1Y | -38.6% | +39.4% | -78.1% | -44.9% |
| 3Y | -74.0% | +188.5% | -262.5% | -81.5% |
| 5Y | -72.9% | +101.5% | -174.4% | -79.0% |
| 10Y | +56.2% | +308.6% | -252.5% | -9.1% |
| All | +141.9% | +390.8% | -248.9% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling