+38.4%
CART vs ULTA
+33.6%
+4.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.6% |
| 7D | -9.5% | -1.8% | -7.7% | -9.2% |
| 30D | -7.8% | -1.2% | -6.5% | -7.6% |
| 3M | +10.4% | +13.4% | -3.0% | +8.3% |
| 6M | +20.1% | -15.6% | +35.7% | +22.8% |
| YTD | +3.7% | -10.4% | +14.1% | +5.0% |
| 1Y | +2.6% | +5.5% | -2.9% | +0.7% |
| All | +38.4% | +33.6% | +4.8% | +11.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling