+51.5%
CART vs ULTA
+39.1%
+12.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.5% |
| 7D | +1.0% | +9.0% | -8.0% | -0.4% |
| 30D | +12.6% | +4.6% | +8.0% | +11.8% |
| 3M | +23.1% | +22.0% | +1.2% | +19.3% |
| 6M | +39.5% | -14.7% | +54.2% | +42.5% |
| YTD | +13.5% | -6.8% | +20.3% | +14.1% |
| 1Y | +14.9% | +6.5% | +8.3% | +12.5% |
| All | +51.5% | +39.1% | +12.5% | +21.7% |
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