+56.6%
CAG vs ULTA
+1,575.4%
-1,518.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | -5.7% | -3.1% | -2.6% | -5.4% |
| 30D | -2.4% | +2.8% | -5.2% | -2.7% |
| 3M | +9.8% | +14.8% | -5.0% | +8.2% |
| 6M | -10.8% | -16.2% | +5.4% | -9.6% |
| YTD | -10.8% | -9.6% | -1.2% | -10.3% |
| 1Y | -19.0% | +4.8% | -23.7% | -19.8% |
| 3Y | -39.7% | +30.7% | -70.4% | -42.3% |
| 5Y | -43.0% | +45.9% | -88.9% | -46.5% |
| 10Y | -36.0% | +129.0% | -165.1% | -44.9% |
| All | +56.6% | +1,575.4% | -1,518.8% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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