-51.2%
LULU vs CPB
-32.6%
-18.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -3.4% | -14.0% | -16.6% |
| 7D | -16.7% | -8.6% | -8.1% | -15.1% |
| 30D | -18.5% | -7.2% | -11.3% | -17.2% |
| 3M | -19.5% | +0.9% | -20.3% | -19.3% |
| 6M | -41.9% | -11.8% | -30.1% | -41.5% |
| YTD | -51.6% | -19.4% | -32.2% | -51.2% |
| 1Y | -51.2% | -30.4% | -20.8% | -52.8% |
| All | -51.2% | -32.6% | -18.6% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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