+606.9%
LULU vs CNI
+560.5%
+46.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.5% |
| 7D | -1.6% | -0.4% | -1.3% | -1.3% |
| 30D | -18.1% | -2.7% | -15.4% | -16.5% |
| 3M | -18.8% | +3.9% | -22.7% | -21.5% |
| 6M | -39.2% | +16.4% | -55.6% | -46.7% |
| YTD | -52.4% | +25.8% | -78.2% | -60.9% |
| 1Y | -40.3% | +32.4% | -72.7% | -53.1% |
| 3Y | -75.1% | +19.1% | -94.2% | -78.9% |
| 5Y | -76.7% | +13.6% | -90.3% | -79.7% |
| 10Y | +52.7% | +136.8% | -84.1% | -31.2% |
| All | +606.9% | +560.5% | +46.4% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling