-29.6%
CLS vs LULU
-31.7%
+2.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.8% | -13.8% | -8.8% |
| 7D | -21.1% | +6.5% | -27.6% | -20.9% |
| 30D | -38.2% | +20.3% | -58.5% | -37.9% |
| 3M | -36.3% | -8.9% | -27.4% | -35.6% |
| 6M | -43.8% | -13.1% | -30.7% | -42.6% |
| YTD | -20.0% | -46.1% | +26.0% | -18.6% |
| 1Y | -29.6% | -30.3% | +0.7% | -41.5% |
| All | -29.6% | -31.7% | +2.1% | -41.5% |
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 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