+15.3%
COF vs LULU
-40.9%
+56.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.1% |
| 7D | -5.1% | -1.6% | -3.5% | -4.8% |
| 30D | -6.0% | -18.1% | +12.1% | -2.4% |
| 3M | +14.8% | -18.8% | +33.6% | +19.3% |
| 6M | +15.3% | -39.2% | +54.5% | +29.3% |
| All | +15.3% | -40.9% | +56.2% | +29.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling