-76.3%
LULU vs CVE
+350.0%
-426.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.5% |
| 7D | -16.9% | +2.0% | -18.9% | -17.2% |
| 30D | -22.0% | +13.2% | -35.2% | -23.4% |
| 3M | -17.8% | +21.7% | -39.5% | -20.4% |
| 6M | -41.3% | +48.4% | -89.6% | -45.5% |
| YTD | -52.0% | +100.1% | -152.1% | -58.1% |
| 1Y | -39.8% | +107.8% | -147.7% | -48.0% |
| 3Y | -74.8% | +76.9% | -151.7% | -78.1% |
| 5Y | -76.3% | +346.2% | -422.5% | -81.5% |
| All | -76.3% | +350.0% | -426.3% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling