+46.8%
LULU vs CVE
+177.3%
-130.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.8% |
| 7D | -20.4% | +1.6% | -22.1% | -20.6% |
| 30D | -22.9% | +11.7% | -34.6% | -24.2% |
| 3M | -18.5% | +18.2% | -36.7% | -20.9% |
| 6M | -41.8% | +48.8% | -90.6% | -46.0% |
| YTD | -53.4% | +99.4% | -152.8% | -59.0% |
| 1Y | -40.9% | +97.9% | -138.8% | -48.1% |
| 3Y | -75.6% | +76.3% | -151.8% | -78.5% |
| 5Y | -77.2% | +344.6% | -421.9% | -83.2% |
| All | +46.8% | +177.3% | -130.5% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling