+41.1%
CLS vs LULU
-49.9%
+91.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -17.4% | +18.2% | -0.5% |
| 7D | +4.6% | -16.7% | +21.3% | +3.3% |
| 30D | -13.9% | -18.5% | +4.6% | -14.8% |
| 3M | -26.6% | -19.5% | -7.1% | -27.0% |
| 6M | +15.4% | -41.9% | +57.3% | +10.6% |
| YTD | +5.7% | -51.6% | +57.2% | -3.1% |
| 1Y | +41.1% | -51.2% | +92.3% | +26.6% |
| All | +41.1% | -49.9% | +91.0% | +26.6% |
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 · 6 months rolling