+43.1%
COF vs LULU
-76.9%
+120.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.1% |
| 7D | -5.1% | -1.6% | -3.5% | -4.7% |
| 30D | -6.0% | -18.1% | +12.1% | -1.0% |
| 3M | +14.8% | -18.8% | +33.6% | +20.9% |
| 6M | +15.3% | -39.2% | +54.5% | +31.9% |
| YTD | -13.0% | -52.4% | +39.3% | +7.1% |
| 1Y | -5.7% | -40.3% | +34.6% | +7.8% |
| 3Y | +118.1% | -75.1% | +193.2% | +208.4% |
| All | +43.1% | -76.9% | +120.0% | +89.5% |
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 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