+85.2%
COR vs LULU
-75.6%
+160.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.7% |
| 7D | -4.8% | -20.4% | +15.6% | -4.9% |
| 30D | -3.7% | -22.9% | +19.2% | -3.8% |
| 3M | +14.3% | -18.5% | +32.9% | +14.3% |
| 6M | -8.5% | -41.8% | +33.3% | -9.1% |
| YTD | -4.4% | -53.4% | +49.0% | -5.3% |
| 1Y | +9.1% | -40.9% | +50.0% | +8.7% |
| All | +85.2% | -75.6% | +160.7% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling