-65.5%
CSGP vs LULU
-38.5%
-27.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.7% |
| 7D | -5.1% | -12.6% | +7.4% | -1.5% |
| 30D | +0.3% | -19.7% | +20.1% | +7.4% |
| 3M | -9.1% | -12.2% | +3.1% | -6.0% |
| 6M | -37.3% | -39.3% | +2.1% | -26.5% |
| YTD | -54.9% | -50.3% | -4.5% | -43.0% |
| 1Y | -65.5% | -38.6% | -26.9% | -59.5% |
| All | -65.5% | -38.5% | -27.1% | -59.5% |
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