+336.3%
CAT vs ULTA
+46.0%
+290.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.7% | +1.6% |
| 7D | +5.6% | +0.7% | +4.9% | +5.4% |
| 30D | -2.3% | -2.8% | +0.5% | -1.9% |
| 3M | -10.0% | +18.7% | -28.7% | -14.0% |
| 6M | +21.2% | -15.0% | +36.3% | +25.1% |
| YTD | +44.4% | -9.2% | +53.7% | +46.5% |
| 1Y | +96.3% | +5.7% | +90.6% | +90.9% |
| 3Y | +203.9% | +32.8% | +171.2% | +166.8% |
| All | +336.3% | +46.0% | +290.3% | +259.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling