-76.7%
LULU vs CLBK
+43.5%
-120.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -1.6% | -1.5% | -0.2% | -1.2% |
| 30D | -18.1% | -1.0% | -17.1% | -17.9% |
| 3M | -18.8% | +22.9% | -41.7% | -23.6% |
| 6M | -39.2% | +44.2% | -83.4% | -45.3% |
| YTD | -52.4% | +64.0% | -116.3% | -58.7% |
| 1Y | -40.3% | +65.7% | -106.0% | -48.5% |
| 3Y | -75.1% | +54.1% | -129.2% | -78.5% |
| All | -76.7% | +43.5% | -120.2% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling