+137.4%
CART vs ULTA
+63.6%
+73.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.7% |
| 7D | +3.0% | +0.7% | +2.3% | +2.8% |
| 30D | +28.6% | +18.2% | +10.4% | +25.1% |
| 3M | +29.1% | +19.7% | +9.4% | +25.3% |
| 6M | +44.7% | +20.5% | +24.2% | +40.3% |
| YTD | +29.2% | +6.6% | +22.6% | +27.0% |
| 1Y | +66.2% | +26.5% | +39.7% | +58.6% |
| All | +137.4% | +63.6% | +73.8% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling