+1,123.7%
CAT vs ULTA
+127.6%
+996.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -1.0% |
| 7D | +0.6% | -3.9% | +4.5% | +1.6% |
| 30D | -4.5% | -1.1% | -3.5% | -4.5% |
| 3M | -5.8% | +13.8% | -19.6% | -9.5% |
| 6M | +12.7% | -17.2% | +30.0% | +17.2% |
| YTD | +41.4% | -11.5% | +52.8% | +44.2% |
| 1Y | +92.1% | +3.9% | +88.2% | +86.7% |
| 3Y | +197.5% | +29.5% | +168.0% | +163.8% |
| 5Y | +327.9% | +42.9% | +285.0% | +260.9% |
| All | +1,123.7% | +127.6% | +996.2% | +744.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling