+201.6%
CAT vs ULTA
+30.1%
+171.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +2.9% | -1.8% | +4.7% | +3.3% |
| 30D | -2.6% | -1.2% | -1.4% | -2.5% |
| 3M | -10.7% | +13.4% | -24.1% | -13.2% |
| 6M | +16.1% | -15.6% | +31.8% | +19.7% |
| YTD | +43.2% | -10.4% | +53.7% | +45.7% |
| 1Y | +96.8% | +5.5% | +91.4% | +92.6% |
| All | +201.6% | +30.1% | +171.5% | +153.5% |
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