-74.0%
LULU vs CVE
+75.1%
-149.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | 0.0% | +2.3% |
| 7D | -12.6% | +0.2% | -12.7% | -12.6% |
| 30D | -19.7% | +17.5% | -37.2% | -21.0% |
| 3M | -12.2% | +16.2% | -28.4% | -13.6% |
| 6M | -39.3% | +47.8% | -87.1% | -43.1% |
| YTD | -50.3% | +98.5% | -148.8% | -56.3% |
| 1Y | -38.6% | +109.8% | -148.4% | -46.7% |
| 3Y | -74.0% | +75.5% | -149.4% | -78.4% |
| All | -74.0% | +75.1% | -149.1% | -78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling