-33.3%
LULU vs CLBK
+62.3%
-95.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.2% |
| 7D | +1.8% | +2.5% | -0.7% | +0.9% |
| 30D | +19.4% | -1.2% | +20.6% | +19.8% |
| 3M | -9.5% | +2.6% | -12.1% | -10.8% |
| 6M | -14.2% | +26.5% | -40.6% | -23.2% |
| YTD | -46.2% | +56.4% | -102.6% | -55.3% |
| 1Y | -33.3% | +58.8% | -92.1% | -45.3% |
| All | -33.3% | +62.3% | -95.6% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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