-41.8%
LULU vs CLBK
+43.1%
-84.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.4% | -3.0% |
| 7D | -20.4% | -1.4% | -19.1% | -20.1% |
| 30D | -22.9% | +4.5% | -27.4% | -24.0% |
| 3M | -18.5% | +22.8% | -41.3% | -27.2% |
| 6M | -41.8% | +43.4% | -85.2% | -53.5% |
| All | -41.8% | +43.1% | -84.9% | -53.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling