+5,589.1%
CLS vs LULU
+725.5%
+4,863.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.1% | +4.9% |
| 7D | +12.8% | -12.6% | +25.3% | +16.3% |
| 30D | +3.8% | -19.7% | +23.6% | +9.0% |
| 3M | -14.6% | -12.2% | -2.4% | -13.1% |
| 6M | +32.2% | -39.3% | +71.6% | +48.9% |
| YTD | +11.6% | -50.3% | +62.0% | +32.1% |
| 1Y | +35.1% | -38.6% | +73.7% | +49.0% |
| 3Y | +1,312.5% | -74.0% | +1,386.5% | +1,808.2% |
| 5Y | +3,542.1% | -72.9% | +3,615.0% | +4,610.0% |
| 10Y | +2,944.0% | +56.2% | +2,887.8% | +2,161.5% |
| All | +5,589.1% | +725.5% | +4,863.6% | +1,554.6% |
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 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