+188.4%
LULU vs CPAY
+1,532.9%
-1,344.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -1.6% | -2.0% | +0.3% | -0.9% |
| 30D | -18.1% | -0.4% | -17.8% | -18.0% |
| 3M | -18.8% | +16.4% | -35.1% | -23.8% |
| 6M | -39.2% | +23.5% | -62.7% | -44.6% |
| YTD | -52.4% | +35.7% | -88.0% | -58.5% |
| 1Y | -40.3% | +30.2% | -70.5% | -47.3% |
| 3Y | -75.1% | +49.7% | -124.8% | -79.6% |
| 5Y | -76.7% | +56.6% | -133.3% | -81.6% |
| 10Y | +52.7% | +153.8% | -101.1% | -2.1% |
| All | +188.4% | +1,532.9% | -1,344.5% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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