+69.2%
CB vs LULU
-74.8%
+144.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.4% |
| 7D | -0.5% | -16.9% | +16.4% | -0.2% |
| 30D | -3.1% | -22.0% | +18.9% | -2.6% |
| 3M | +4.2% | -17.8% | +22.0% | +4.5% |
| 6M | +4.7% | -41.3% | +46.0% | +5.5% |
| YTD | +8.8% | -52.0% | +60.8% | +10.0% |
| 1Y | +22.6% | -39.8% | +62.4% | +23.3% |
| All | +69.2% | -74.8% | +144.1% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling