-51.2%
LULU vs CNI
+29.8%
-81.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.2% | -17.5% | -17.4% |
| 7D | -16.7% | -2.1% | -14.6% | -16.3% |
| 30D | -18.5% | -3.3% | -15.3% | -17.9% |
| 3M | -19.5% | +3.8% | -23.3% | -20.6% |
| 6M | -41.9% | +12.7% | -54.6% | -44.2% |
| YTD | -51.6% | +26.3% | -77.9% | -55.8% |
| 1Y | -51.2% | +29.9% | -81.1% | -56.5% |
| All | -51.2% | +29.8% | -81.0% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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