+20.7%
CB vs ULTA
+5.8%
+14.9%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.1% |
| 7D | -0.7% | -3.1% | +2.4% | -0.6% |
| 30D | -1.2% | +2.8% | -4.0% | -1.3% |
| 3M | +3.8% | +14.8% | -11.0% | +3.3% |
| 6M | +5.8% | -16.2% | +22.0% | +5.5% |
| YTD | +9.4% | -9.6% | +19.0% | +9.0% |
| 1Y | +20.7% | +4.8% | +15.9% | +19.2% |
| All | +20.7% | +5.8% | +14.9% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling