+497.6%
CSGP vs LULU
+704.9%
-207.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -17.4% | +14.9% | +2.2% |
| 7D | -4.1% | -16.7% | +12.7% | +0.2% |
| 30D | +2.3% | -18.5% | +20.9% | +7.4% |
| 3M | -8.2% | -19.5% | +11.3% | -3.4% |
| 6M | -35.1% | -41.9% | +6.9% | -26.0% |
| YTD | -54.0% | -51.6% | -2.4% | -45.0% |
| 1Y | -65.3% | -51.2% | -14.1% | -59.0% |
| 3Y | -62.6% | -75.1% | +12.5% | -49.4% |
| 5Y | -64.8% | -74.1% | +9.3% | -54.0% |
| 10Y | +45.1% | +46.7% | -1.6% | +17.9% |
| All | +497.6% | +704.9% | -207.2% | +136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling