-56.4%
CSGP vs LULU
-39.1%
-17.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.4% |
| 7D | -6.1% | -6.5% | +0.5% | -3.8% |
| 30D | +0.3% | +10.7% | -10.4% | -3.2% |
| 3M | -1.3% | -13.6% | +12.3% | +2.2% |
| 6M | -8.9% | -16.5% | +7.6% | -5.3% |
| YTD | -55.2% | -49.7% | -5.5% | -44.8% |
| 1Y | -56.4% | -38.9% | -17.5% | -49.3% |
| All | -56.4% | -39.1% | -17.3% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling