+3,616.8%
CLS vs LULU
-77.2%
+3,694.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -1.8% |
| 7D | +5.0% | -20.4% | +25.4% | +10.6% |
| 30D | +4.8% | -22.9% | +27.7% | +10.8% |
| 3M | -10.4% | -18.5% | +8.2% | -7.2% |
| 6M | +20.8% | -41.8% | +62.6% | +37.4% |
| YTD | +10.0% | -53.4% | +63.4% | +32.5% |
| 1Y | +28.5% | -40.9% | +69.4% | +42.2% |
| 3Y | +1,292.2% | -75.6% | +1,367.8% | +1,846.4% |
| 5Y | +3,616.8% | -77.2% | +3,694.0% | +5,054.4% |
| All | +3,616.8% | -77.2% | +3,694.0% | +5,054.4% |
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