+490.7%
CSGP vs LULU
+786.3%
-295.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.4% |
| 7D | +1.3% | +3.3% | -2.1% | +0.4% |
| 30D | +10.7% | +20.6% | -9.9% | +5.3% |
| 3M | +3.3% | -11.2% | +14.5% | +5.8% |
| 6M | -10.3% | -16.1% | +5.8% | -6.9% |
| YTD | -54.6% | -46.7% | -7.9% | -47.1% |
| 1Y | -54.6% | -32.3% | -22.4% | -50.5% |
| 3Y | -60.3% | -72.8% | +12.5% | -47.6% |
| 5Y | -63.3% | -76.3% | +13.0% | -50.9% |
| 10Y | +66.5% | +98.4% | -31.9% | +25.4% |
| All | +490.7% | +786.3% | -295.6% | +127.9% |
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