+637.1%
LULU vs CMS
+684.6%
-47.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.3% |
| 7D | -12.6% | +1.2% | -13.8% | -13.0% |
| 30D | -19.7% | -3.2% | -16.6% | -18.6% |
| 3M | -12.2% | -2.2% | -10.0% | -11.4% |
| 6M | -39.3% | -9.4% | -29.9% | -36.8% |
| YTD | -50.3% | +0.7% | -51.0% | -51.1% |
| 1Y | -38.6% | +0.4% | -39.0% | -39.5% |
| 3Y | -74.0% | +35.2% | -109.1% | -78.8% |
| 5Y | -72.9% | +24.1% | -97.0% | -77.6% |
| 10Y | +56.2% | +115.8% | -59.6% | -18.9% |
| All | +637.1% | +684.6% | -47.5% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling