+692.1%
CAH vs ULTA
+1,541.3%
-849.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.5% |
| 7D | -5.1% | -3.9% | -1.2% | -4.5% |
| 30D | -1.8% | -1.1% | -0.7% | -1.7% |
| 3M | +9.4% | +13.8% | -4.4% | +6.9% |
| 6M | +9.2% | -17.2% | +26.5% | +11.9% |
| YTD | +15.7% | -11.5% | +27.1% | +17.2% |
| 1Y | +59.7% | +3.9% | +55.8% | +57.3% |
| 3Y | +178.5% | +29.5% | +149.0% | +159.0% |
| 5Y | +398.3% | +42.9% | +355.4% | +349.1% |
| 10Y | +295.7% | +124.4% | +171.3% | +214.8% |
| All | +692.1% | +1,541.3% | -849.2% | +298.8% |
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