+158.3%
CAT vs ULTA
+69.8%
+88.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | +7.4% | +2.5% | +5.0% | +7.1% |
| 30D | -19.7% | +11.5% | -31.2% | -21.1% |
| 3M | -29.6% | +28.1% | -57.7% | -32.7% |
| 6M | -33.2% | +34.2% | -67.4% | -36.9% |
| YTD | +5.7% | +9.2% | -3.5% | +3.9% |
| 1Y | +9.3% | +23.7% | -14.4% | +4.5% |
| 3Y | +158.3% | +69.2% | +89.1% | +109.2% |
| All | +158.3% | +69.8% | +88.6% | +109.2% |
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 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