+72.5%
CART vs ULTA
+59.0%
+13.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +24.8% |
| 3M | +29.1% | +19.7% | +9.4% | +25.1% |
| 6M | +44.7% | +20.5% | +24.2% | +39.9% |
| YTD | +29.2% | +6.6% | +22.6% | +26.8% |
| 1Y | +66.2% | +26.5% | +39.7% | +58.0% |
| 3Y | +112.8% | +67.0% | +45.8% | +65.4% |
| All | +72.5% | +59.0% | +13.5% | +35.2% |
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