+218.8%
CB vs LULU
+53.6%
+165.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.4% |
| 7D | -1.0% | -1.6% | +0.7% | -0.8% |
| 30D | -1.5% | -18.1% | +16.6% | +0.8% |
| 3M | +3.5% | -18.8% | +22.2% | +5.8% |
| 6M | +5.4% | -39.2% | +44.6% | +11.4% |
| YTD | +9.0% | -52.4% | +61.4% | +18.8% |
| 1Y | +20.3% | -40.3% | +60.6% | +26.6% |
| 3Y | +69.5% | -75.1% | +144.6% | +96.7% |
| 5Y | +100.7% | -76.7% | +177.5% | +129.7% |
| All | +218.8% | +53.6% | +165.2% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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