-51.2%
LULU vs CGNX
+42.4%
-93.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +2.4% | -19.8% | -17.5% |
| 7D | -16.7% | +3.0% | -19.7% | -16.8% |
| 30D | -18.5% | -11.8% | -6.7% | -18.0% |
| 3M | -19.5% | -3.6% | -15.9% | -19.7% |
| 6M | -41.9% | +17.4% | -59.3% | -43.1% |
| YTD | -51.6% | +73.7% | -125.3% | -54.4% |
| 1Y | -51.2% | +41.5% | -92.7% | -52.3% |
| All | -51.2% | +42.4% | -93.6% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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