+5.6%
CART vs ULTA
+6.7%
-1.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.6% | -3.4% | -5.6% |
| 7D | -4.1% | +0.7% | -4.8% | -4.1% |
| 30D | -4.3% | -2.8% | -1.5% | -3.9% |
| 3M | +13.1% | +18.7% | -5.5% | +11.1% |
| 6M | +26.0% | -15.0% | +41.0% | +28.6% |
| YTD | +6.7% | -9.2% | +15.9% | +7.3% |
| All | +5.6% | +6.7% | -1.1% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling