-65.8%
CSGP vs LULU
-73.2%
+7.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.6% |
| 7D | -5.1% | -12.6% | +7.4% | -1.8% |
| 30D | +0.3% | -19.7% | +20.1% | +6.5% |
| 3M | -9.1% | -12.2% | +3.1% | -6.1% |
| 6M | -37.3% | -39.3% | +2.1% | -28.3% |
| YTD | -54.9% | -50.3% | -4.5% | -45.2% |
| 1Y | -65.5% | -38.6% | -26.9% | -60.8% |
| 3Y | -63.3% | -74.0% | +10.7% | -48.9% |
| 5Y | -65.8% | -72.9% | +7.1% | -56.8% |
| All | -65.8% | -73.2% | +7.4% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling