+27.6%
CAVA vs ULTA
+22.9%
+4.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +2.8% |
| 7D | -8.0% | -3.1% | -5.0% | -7.1% |
| 30D | -19.6% | +2.8% | -22.4% | -20.5% |
| 3M | -36.7% | +14.8% | -51.4% | -39.9% |
| 6M | -30.6% | -16.2% | -14.4% | -27.2% |
| YTD | -4.8% | -9.6% | +4.8% | -3.1% |
| 1Y | -13.1% | +4.8% | -17.9% | -16.8% |
| 3Y | +48.8% | +30.7% | +18.1% | +15.1% |
| All | +27.6% | +22.9% | +4.8% | +4.3% |
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 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