+55.6%
CSGP vs LULU
+79.9%
-24.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.3% |
| 7D | -6.1% | -6.5% | +0.5% | -4.1% |
| 30D | +0.3% | +10.7% | -10.4% | -2.8% |
| 3M | -1.3% | -13.6% | +12.3% | +2.3% |
| 6M | -8.9% | -16.5% | +7.6% | -4.9% |
| YTD | -55.2% | -49.7% | -5.5% | -45.9% |
| 1Y | -56.4% | -38.9% | -17.5% | -50.4% |
| 3Y | -62.2% | -74.7% | +12.5% | -47.0% |
| 5Y | -63.7% | -76.9% | +13.2% | -49.7% |
| All | +55.6% | +79.9% | -24.3% | +43.9% |
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