+1,651.8%
CAT vs ULTA
+1,628.6%
+23.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.4% |
| 7D | +1.7% | +9.0% | -7.3% | -0.4% |
| 30D | -6.6% | +4.6% | -11.1% | -7.8% |
| 3M | -13.3% | +22.0% | -35.3% | -17.8% |
| 6M | +11.6% | -14.7% | +26.3% | +14.7% |
| YTD | +42.9% | -6.8% | +49.7% | +43.7% |
| 1Y | +95.4% | +6.5% | +88.9% | +89.5% |
| 3Y | +196.6% | +35.6% | +161.0% | +164.7% |
| 5Y | +321.7% | +47.6% | +274.0% | +262.1% |
| 10Y | +1,140.8% | +128.9% | +1,011.9% | +793.5% |
| All | +1,651.8% | +1,628.6% | +23.2% | +461.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling