+421.5%
CARR vs ULTA
+324.5%
+97.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.6% | +0.9% |
| 7D | -3.8% | -3.1% | -0.7% | -2.9% |
| 30D | -8.9% | +2.8% | -11.7% | -9.8% |
| 3M | -17.3% | +14.8% | -32.1% | -20.9% |
| 6M | -1.4% | -16.2% | +14.8% | +2.7% |
| YTD | +10.0% | -9.6% | +19.6% | +12.0% |
| 1Y | -6.4% | +4.8% | -11.1% | -9.2% |
| 3Y | +1.5% | +30.7% | -29.1% | -11.0% |
| 5Y | +9.3% | +45.9% | -36.6% | -8.4% |
| All | +421.5% | +324.5% | +97.0% | +290.5% |
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