-30.6%
CAVA vs ULTA
-15.4%
-15.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +3.3% |
| 7D | -8.0% | -3.1% | -5.0% | -7.9% |
| 30D | -19.6% | +2.8% | -22.4% | -19.6% |
| 3M | -36.7% | +14.8% | -51.4% | -37.9% |
| 6M | -30.6% | -16.2% | -14.4% | -33.3% |
| All | -30.6% | -15.4% | -15.2% | -33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling