+395.2%
COR vs LULU
+53.6%
+341.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | -2.8% | -1.6% | -1.2% | -2.7% |
| 30D | +2.6% | -18.1% | +20.7% | +4.6% |
| 3M | +14.5% | -18.8% | +33.2% | +16.8% |
| 6M | -7.8% | -39.2% | +31.4% | -3.3% |
| YTD | -4.2% | -52.4% | +48.2% | +3.2% |
| 1Y | +7.0% | -40.3% | +47.3% | +12.0% |
| 3Y | +85.5% | -75.1% | +160.6% | +110.9% |
| 5Y | +181.2% | -76.7% | +257.9% | +215.6% |
| All | +395.2% | +53.6% | +341.6% | +309.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling