+219.2%
CB vs ULTA
+127.6%
+91.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.6% |
| 7D | -2.8% | -3.9% | +1.1% | -1.9% |
| 30D | -2.4% | -1.1% | -1.4% | -2.3% |
| 3M | +2.8% | +13.8% | -11.0% | -0.4% |
| 6M | +4.8% | -17.2% | +22.0% | +8.2% |
| YTD | +9.2% | -11.5% | +20.6% | +10.8% |
| 1Y | +22.8% | +3.9% | +18.9% | +19.7% |
| 3Y | +71.1% | +29.5% | +41.7% | +53.6% |
| 5Y | +101.0% | +42.9% | +58.1% | +70.5% |
| All | +219.2% | +127.6% | +91.7% | +125.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling