+8.9%
CAT vs ULTA
+27.7%
-18.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.1% | -9.3% | -5.2% |
| 7D | -17.1% | +6.7% | -23.8% | -17.1% |
| 30D | -30.1% | +21.7% | -51.9% | -30.6% |
| 3M | -32.4% | +21.5% | -53.9% | -32.7% |
| 6M | -32.1% | +27.5% | -59.7% | -32.5% |
| YTD | +4.1% | +9.2% | -5.1% | +6.4% |
| 1Y | +8.9% | +27.9% | -19.0% | +10.3% |
| All | +8.9% | +27.7% | -18.8% | +10.3% |
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