+10.7%
CARR vs ULTA
+44.7%
-34.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.6% | +0.8% |
| 7D | -3.8% | -3.1% | -0.7% | -2.8% |
| 30D | -8.9% | +2.8% | -11.7% | -9.9% |
| 3M | -17.3% | +14.8% | -32.1% | -21.3% |
| 6M | -1.4% | -16.2% | +14.8% | +3.2% |
| YTD | +10.0% | -9.6% | +19.6% | +12.2% |
| 1Y | -6.4% | +4.8% | -11.1% | -9.6% |
| 3Y | +1.5% | +30.7% | -29.1% | -13.7% |
| All | +10.7% | +44.7% | -34.0% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling