+606.9%
LULU vs CRS
+917.3%
-310.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | -1.6% | -6.8% | +5.1% | +0.7% |
| 30D | -18.1% | -16.1% | -2.0% | -13.3% |
| 3M | -18.8% | -21.2% | +2.4% | -12.9% |
| 6M | -39.2% | +8.7% | -47.9% | -42.2% |
| YTD | -52.4% | +41.0% | -93.3% | -59.2% |
| 1Y | -40.3% | +82.7% | -123.0% | -54.2% |
| 3Y | -75.1% | +604.8% | -679.9% | -89.3% |
| 5Y | -76.7% | +1,384.7% | -1,461.4% | -93.0% |
| 10Y | +52.7% | +1,362.3% | -1,309.6% | -64.9% |
| All | +606.9% | +917.3% | -310.3% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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