+178.3%
CHRW vs LULU
+53.6%
+124.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | -0.1% |
| 7D | +3.5% | -1.6% | +5.1% | +3.7% |
| 30D | +4.6% | -18.1% | +22.7% | +7.4% |
| 3M | -19.7% | -18.8% | -0.9% | -17.7% |
| 6M | -12.4% | -39.2% | +26.8% | -6.2% |
| YTD | -3.9% | -52.4% | +48.5% | +6.9% |
| 1Y | +18.4% | -40.3% | +58.7% | +26.6% |
| 3Y | +88.8% | -75.1% | +163.9% | +126.3% |
| 5Y | +93.5% | -76.7% | +170.3% | +128.6% |
| All | +178.3% | +53.6% | +124.7% | +159.3% |
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