-30.3%
LULU vs CMS
+1.4%
-31.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.6% |
| 7D | +6.5% | +4.1% | +2.4% | +6.2% |
| 30D | +20.3% | +10.9% | +9.5% | +20.3% |
| 3M | -8.9% | -0.2% | -8.7% | -9.2% |
| 6M | -13.1% | -4.7% | -8.4% | -12.3% |
| YTD | -46.1% | +3.9% | -50.0% | -46.6% |
| 1Y | -30.3% | +0.4% | -30.6% | -29.9% |
| All | -30.3% | +1.4% | -31.6% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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