+93.1%
CHRW vs LULU
-77.2%
+170.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.2% | +1.7% |
| 7D | +4.4% | -20.4% | +24.8% | +7.6% |
| 30D | +5.5% | -22.9% | +28.4% | +9.2% |
| 3M | -17.3% | -18.5% | +1.3% | -15.3% |
| 6M | -12.7% | -41.8% | +29.1% | -5.7% |
| YTD | -4.1% | -53.4% | +49.3% | +7.1% |
| 1Y | +21.2% | -40.9% | +62.1% | +29.9% |
| 3Y | +88.9% | -75.6% | +164.5% | +127.8% |
| 5Y | +93.1% | -77.2% | +170.3% | +122.7% |
| All | +93.1% | -77.2% | +170.2% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling