-63.2%
CSGP vs LULU
-76.5%
+13.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.4% |
| 7D | +1.3% | +3.3% | -2.1% | +0.3% |
| 30D | +10.7% | +20.6% | -9.9% | +4.5% |
| 3M | +3.3% | -11.2% | +14.5% | +6.1% |
| 6M | -10.3% | -16.1% | +5.8% | -6.6% |
| YTD | -54.6% | -46.7% | -7.9% | -46.0% |
| 1Y | -54.6% | -32.3% | -22.4% | -50.0% |
| 3Y | -60.3% | -72.8% | +12.5% | -45.0% |
| All | -63.2% | -76.5% | +13.3% | -49.5% |
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 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