-32.5%
CBRS vs LULU
-17.7%
-14.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -17.4% | +27.7% | +4.9% |
| 7D | +17.3% | -16.7% | +34.0% | +11.5% |
| 30D | -2.0% | -18.5% | +16.6% | -5.9% |
| 3M | -2.5% | -19.5% | +17.0% | -3.1% |
| All | -32.5% | -17.7% | -14.8% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling