+364.5%
CHRW vs LULU
+725.5%
-361.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.2% |
| 7D | +1.9% | -12.6% | +14.5% | +4.2% |
| 30D | +0.9% | -19.7% | +20.7% | +4.7% |
| 3M | -19.9% | -12.2% | -7.7% | -18.7% |
| 6M | -15.8% | -39.3% | +23.6% | -8.4% |
| YTD | -5.6% | -50.3% | +44.8% | +6.6% |
| 1Y | +21.0% | -38.6% | +59.7% | +30.5% |
| 3Y | +86.0% | -74.0% | +160.0% | +128.8% |
| 5Y | +88.6% | -72.9% | +161.5% | +123.7% |
| 10Y | +169.3% | +56.2% | +113.1% | +108.7% |
| All | +364.5% | +725.5% | -361.0% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling