+2.4%
LULU vs CLBK
+65.5%
-63.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -1.6% | -1.5% | -0.2% | -1.1% |
| 30D | -18.1% | -1.0% | -17.1% | -17.8% |
| 3M | -18.8% | +22.9% | -41.7% | -24.8% |
| 6M | -39.2% | +44.2% | -83.4% | -47.0% |
| YTD | -52.4% | +64.0% | -116.3% | -60.4% |
| 1Y | -40.3% | +65.7% | -106.0% | -50.7% |
| 3Y | -75.1% | +54.1% | -129.2% | -79.5% |
| 5Y | -76.7% | +44.7% | -121.4% | -81.6% |
| All | +2.4% | +65.5% | -63.0% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling