+1,194.8%
CAT vs ULTA
+1,924.4%
-729.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | +7.4% | +2.5% | +5.0% | +6.9% |
| 30D | -19.7% | +11.5% | -31.2% | -21.9% |
| 3M | -29.6% | +28.1% | -57.7% | -34.0% |
| 6M | -33.2% | +34.2% | -67.4% | -38.4% |
| YTD | +5.7% | +9.2% | -3.5% | +2.0% |
| 1Y | +9.3% | +23.7% | -14.4% | +2.1% |
| 3Y | +158.3% | +69.2% | +89.1% | +118.0% |
| 5Y | +211.6% | +66.6% | +145.0% | +159.9% |
| 10Y | +698.5% | +176.6% | +521.9% | +449.3% |
| All | +1,194.8% | +1,924.4% | -729.6% | +298.6% |
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